Security A has an expected rate of return of 6%, as tandard deviation of returns of 30%, a correlation coefficient with the market of -0.25, and a…

Security A has an expected rate of return of 6%, as tandard deviation of returns of 30%, a correlation coefficient with the market of -0.25, and a beta coefficient of -0.5. Security B has an expected return of 11%, a standard deviation of returns of 10%, a correlation with the market of 0.75, and a beta coefficient of 0.5. Which security is more risky? Why?