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Assume that the risk-free rate rf is equal to 2%, the market expected return is equal to 10%. Stock RGB has a volatility of 15%

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Assume that the risk-free rate rf is equal to 2%, the market expected return is equal to 10%. Stock RGB has a volatility of 15% and a beta of 1.2. Stock SHC has a volatility of 25% and a beta of 0.7. Please mark the only FALSE statement: a. SHC stock is riskier than RGB b. the expected return of SHC is equal to 7.6% c. the expected return of RGB is equal to 11.6% Od. SHC stock has more market risk than RGB

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