You are thinking of adding one of two investments to an already well-diversified portfolio Security Expected return = 129 Standard deviation of returns=20.998 Security Expected return = 1296 Standard deviation of returns = 10.196 Beta=0.8 Beta = 21 If you are a risk-averse investor, then: security A is the better choice Security B is the better choice. cannot be determined with information given. either security would be acceptable