The market and stocks A and B have the following returns in three different states...

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The market and stocks A and B have the following returns in three different states of the nature: Probability Market Stock A -20% -10% -10% -5% 15% -7% 25% 13% State Recession 25% Slowdown 25% Growth 25% Boom 25% Stock B 25% 13% 2% -25% Mark the correct statement about the risk exposure of stocks A and B Stock B is more volatile than stock A, but stock A has more systematic risk Stock A is more volatile than stock B, but stock B has more systematic risk O Stock A is more volatile and has more systematic risk than B O Stock B is more volatile and has more systematic risk than A
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The market and stocks A and B have the following retums in three different states of the nature: Mark the correct statement about the risk exposure of stocks A and B Stock B is more volatile than stock A, but stock A has more systematic risk Stock A is more volatile than stock B, but stock B has more systematic risk Stock A is more volatile and has more systematic risk than B Stock B is more volatile and has more systematic risk than A

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