B Attempt 175 for 10 pts. Part 1 Stock A's beta is 1.1 and Stock B's beta is 0.9. If the CAPM holds, which of the following statements is correct? O The expected return on stock B is greater than that on A. O Held as an individual security, stock A is riskier than B. O Stock B is a better addition to a portfolio than A. O The expected return on stock A is greater than that on B. Submit Intro Assume that the CAPM holds. One stock has an expected return of 8% and a beta of 0.4. Another stock has an expected return of 15% and a beta of 1.5. Part 1 1 B Attempt 1/10 for 10 pts. What is the return-to-risk ratio that CAPM assumes equal across all individual stocks? H+ decimals bmit