JB, Inc. stock has a beta of 1.1 and MB, 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 expected return should be higher for the stock of MB, Inc.

b.The stock of JB, Inc. has more systematic risk than that of MB, Inc.

c.The alpha of the MB stock should be greater than the alpha of JB stock.

d.The stock of JB, Inc. has more total risk than MB, Inc.