of returns on the market. 11. Stock A has a beta of 1.5 and Stock B has a beta of 0.5. Which of the following statements mest be true abort these securities? Assume the market is in equilibrium.) A. When held in Isolation, Stock A has greater total risk than Stock D. B. Stock 8 would be a more destrable addition to a portfolio than Stock C. Stock A would be a more desirable addition to a portfolio than Stock D. The required return calculated by the Security Market Line for Stock A will be greater than that on Stock B E The required return calculated by the Security Market Line for Stock B will be greater than that on Stock A