Given are the following two stocks A and $B$ :

$\backslash$table$[[,$Expected$],[,\backslash$table$[[$Rate of$],[$return$]],$Beta,$],[$Security$,$retur,$1\mathrm{.}2,],[$A$,0\mathrm{.}12,1\mathrm{.}8,]]$

If the expected market rate of return is $0\mathrm{.}09,$ and the risk$-$free rate is $0\mathrm{.}05,$ which security would be considered the better buy, and why?

Multiple Choice

B because it offers an expected abnormal return of $1\mathrm{.}8\%.$

B because it offers an expected return of $14\%.$