Standard Deviation and Beta Both Measure Risk, but They Are

Multiple Choice

Standard deviation and beta both measure risk, but they are different in that beta measures

A) both systematic and unsystematic risk.
B) only systematic risk, while standard deviation is a measure of total risk.
C) only unsystematic risk, while standard deviation is a measure of total risk.
D) both systematic and unsystematic risk, while standard deviation measures only systematic risk.
E) total risk, while standard deviation measures only nonsystematic risk.