Asset A, which has an expected return of 12% and a beta of 0.8, plots on the security market line. Which of the following is false about Asset B, another risky asset with a beta of 1.4? If Asset B plots on the SML with an expected return = 18%, the expected risk premium on the market portfolio must be 10%. If Asset B plots on the SML, then Asset B and Asset A have the same reward to risk ratio. If the market is in equilibrium, Asset B also plots on the SML. Asset B has less systematic risk than both Asset A and the market portfolio