19. According to CAPM, if the expected return on asset 1, E(R1), is greater than the expected return on asset 2, E(R2), then:

A) beta for asset 1 must be greater than beta for asset 2 B) market risk premium for asset 1 must be greater than market risk premium for asset 2 C) observed returns for asset 1 (R1) must always be greater than observed returns for asset 2 (R2) D) volatility of asset 1 return (1) must be greater than asset 2 return volatility (2) E) reward-to-risk ratio for asset 1 must be greater than reward-to-risk ratio for asset 2