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stock a has a beta of 1.6 and a standard deviation of 25%. stockb has a beta of 1.4 and a standard deviation of 20%. portfolio abwas created by investing in a combination of stocks a and b.portfolio ab has a beta of 1.25 and a standard deviation of 18%.which of the following statements is correct?Stock A has more market risk than Portfolio AB.Stock A has more market risk than Stock B but less stand-alonerisk.Portfolio AB has more money invested in Stock A than in StockB.Portfolio AB has the same amount of money invested in each ofthe two stocks.Portfolio AB has more money invested in Stock B than in StockA.
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