Answer the question based on the information below:

State of Economy	Probability	Stock As return	Stock Bs return
Boom	.4	15%	- 30%
Recession	.6	5%	40%

Which of the following statements is true?

Group of answer choices:

Stock B has lower expected return than stock A.

A risk neutral (one who does not care about risk) investor will prefer stock B to stock A.

The actual return of stock A will always be greater than that of stock B.

Stock A has higher total risk than stock B.

Stocks A and B are positively correlated.