9. Stock A's beta is 1.5 and Stock B's beta is 0.5. Which of the following statements must be true about these securities? (Assume market equilibrium.) A When held in isolation, Stock A has more risk than Stock B. B Stock B must be a more desirable addition to a portfolio than A. C Stock A must be a more desirable addition to a portfolio than 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