Which Two of the Following Determine How Sensitive a Security

Multiple Choice

Which two of the following determine how sensitive a security is relative to movements in the overall market?
I. the standard deviation of the security
II. correlation between the security's return and the market return
III. the volatility of the security relative to the market
IV. the amount of unsystematic risk inherent in the security

A) I and III only
B) I and IV only
C) II and III only
D) II and IV only
E) III and IV only