need help with question 6

Stock A's beta is 0.6 and Stock B's beta is 1.6. Which of the following statements must be true about these securities? (Assume market equilibrium.) The expected return on Stock B should be greater than that on A. Stock A must be a more desirable addition to a portfolio than B. The expected return on Stock A should be greater than that on B. Stock B must be a more desirable addition to a portfolio than A. When held in isolation, Stock A has more risk than Stock B