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 As expected return should be higher than that of the market portfolio.

D. Not enough information is provided.