Security A has the following historical returns: 8% in year 1,4% in year 2, and -6% in year 3 (the given information is the same as in the previous question). Suppose security A has a beta of 2. Security B has a beta of 1. The variance of security B's historical returns over the same period is 0.0121. We know that security has higher total risk. Security ________should have a higher expected return. OA) B; A B) A; A OC) B; B D) A: B n. 12 of 30