$24-$ Asset $1$ has a beta of $1\mathrm{.}2$ and Asset $2$ has an alpha of $0\mathrm{.}6.$ Which of the following statements is correct?

A$.$ Asset $1$ is more volatile than Asset $2.$

B$.$ Asset $2$ has a lower expected return than what CAPM predicts

C$.$ Asset $1$ has a lower expected return than what CAPM predicts

D$.$ Asset $2$ has a higher expected return than what CAMP predicts

E$.$ Asset $1$ has a higher expected return than what CAPM predicts