Horn, Inc. stock has a beta of 1.1 and Murray, Inc. stock has a beta of 0.7. According to the CAPM, which of the following statements is most accurate?

Group of answer choices

A) The alpha of the Murray stock should be greater than the alpha of Horn stock.

B) The stock of Horn, Inc. has more systematic risk than that of Murray, Inc.

C) The expected return should be higher for the stock of Murray, Inc.

D) The stock of Horn, Inc. has more total risk than Murray, Inc.