Beta of stock A = 1.2 and = 21%. Beta of stock B = 0.8 and = 26%. You have a total investment of $200,000, among which 50% invest in stock A and the rest in B. Imagine your total investment including this portfolio is well diversified. Pick the correct answer.

a. Stock A is safer than Stock B.

b. Stock As return < stock Bs return

c. Your portfolios beta = 1

d. Stock As return = stock Bs return