Sock Figaro has a standard deviation of 25% and a beta of 0.9. Sock Almaviva has a standard deviation of 15% and a beta of 1.1. This means that:

a - Almaviva will always have the highest actual return.

b - We need to know the risk-free rate to know which will have the highest expected return.

c - Almaviva has the most risk, and Figaro will have the highest expected return.

d - Figaro has the most risk, and both will have the same expected return.

e - Figaro has the most risk, and Almaviva will have the highest expected return.