20, Stock A has a return volatility of 10% and a beta of volatility of 20% and a beta of 0.6. According to the CAPM, which o 0.4. Stock B has a return ic statements is true? A. Stock A should have a higher expected return. B. Stock B should have a higher expected return. C. Stock A's expected return should be higher than that of the market D. Not enough information is provided portfolio