Which of the Following Stocks Has the Greatest Systematic Risk

Multiple Choice

Which of the following stocks has the greatest systematic risk? $\begin{array}{c}\begin{array}{lll}\\ \text { Stock A}\\ \text { Stock B}\\ \text { Stock C}\\ \text { Stock D}\end{array}\begin{array}{c} \text {Standard deviation}\\62 \% \\47 \% \\53 \% \\59 \% \%\end{array}\begin{array}{lll} \text {Beta}\\ 1.10 \\ 1.05 \\1.30 \\0.90\end{array}\end{array}$

A) Stock A
B) Stock B
C) Stock C
D) Stock D
E) Insufficient information.