Question 18 (0.8 points) 21. Stock A has a beta of 0.9, and stock B has a beta of 1.2. Which of the following statements is true regarding these two stocks? O A) Stock B, if purchased, will increase the market risk of a portfolio less than stock A would (if purchased). B) Stock A is more risky from the market's perspective than a typical stock, and stock B is less risky than a typical stock. C) Stock B must have a higher expected return than stock A if markets are efficient D) Stock A necessarily must have a lower standard deviation of returns than stock B