QUESTION 23 Stock A has a beta coefficient of 0.9, and stock B has a beta coefficient of 1.2. Which of the following statements is false regarding these two stocks? A. Stock A is less risky from the market's perspective than a typical stock, and stock B is more risky than a typical stock. B. Stock B, if purchased, will increase the market risk of a portfolio more than stock A would (if purchased). C. Stock A necessarily must have a lower standard deviation of returns than stock B. D. Stock B must have a higher expected return than stock A if both of them are priced properly. E. None of the above