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29. Stock A has a return volatility of 10% and a beta of 0.9. Stock B has a return volatility of 20% and a beta

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29. Stock A has a return volatility of 10% and a beta of 0.9. Stock B has a return volatility of 20% and a beta of 0.6. According to the CAPM, which of the following 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 portfolio. D. Not enough information is provided

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