question archive The following is the information about two securities:Security Return Standard Deviation BetaA 16% 20% 1
Subject:FinancePrice: Bought3
The following is the information about two securities:Security Return Standard Deviation BetaA 16% 20% 1.2B 12% 25% 0.81. Which of A and B has the higher total risk? Which has the higher systematic risk?2. What is the value of systematic risk (beta) for a portfolio with 2/3 of the funds invested in A and 1/3 of the funds invested in B?