Which of the following statement is correct based on the following information? (1) Standard Deviation Beta Security A 28% 1.45 Security B 35% 1.06 Security C 44% 1.22 a. Security C has the greatest total risk because it has the largest standard deviation. b. Security A has the greatest total risk because it has the largest beta. c. Security A has the greatest diversifiable risk because it has the largest beta. d. Security B has the lowest total risk because it has the lowest beta

Which of the following statement is correct based on the following information? (1)

                          Standard Deviation     Beta
Security A        28%                             1.45
Security B        35%                             1.06
Security C        44%                             1.22

a. Security C has the greatest total risk because it has the largest standard deviation.
b. Security A has the greatest total risk because it has the largest beta.
c. Security A has the greatest diversifiable risk because it has the largest beta.
d. Security B has the lowest total risk because it has the lowest beta

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