4. Chapter MC, Section .06, Problem 044 Stock A's beta is 1.7 and Stock B's beto is 0.7. Which of the following statements must be true about these securities? (Assume market equilibrium.) a. Stock. B must be a more desirable addition to a portfolio than A. b. Stock A must be a more desirable addition to a portfolio than B. c. When held in isolation, Stock A has more risk than Stock B. d. The expected return on Stock A should be greater than that on B. e. The expected return on Stock B should be greater than that on A