Consider the following three securities:

Security Expected Excess Return Beta Standard Deviation
A 12% 1.0 20%
B 20% 2.0 40%
C 13% 0.5 15%


Which one would be best to hold as a single stock portfolio?
A. Stock A
B. Stock B
C. Stock C

For the data in the previous question, which stock would be best to incorporate in a well-diversified tangent portfolio?
A. Stock A
B. Stock B
C. Stock C