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Business, 14.04.2020 21:50 brittanydeanlen

Stock X has an expected return of 13 percent, a standard deviation of returns of 13 percent, a correlation coefficient with the market of 0.9, and a beta coefficient of 1.1. Stock Y has an expected return of 7 percent, a standard deviation of 27 percent, a –0.3 correlation with the market, and a beta of –0.4. Which security would be riskier if it were held by itself as a single investment?

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