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 HAS THE SAME REWARD TO RISK RATIO AS STOCK B.

B. STOCK B, IF PURCHASED, WILL INCREASE THE MARKET RISK OF A PORTIFOLIO MORE THAN STOCK A WOULD (IF PURCHASED)

C. STOCK A NECESSARILY MUSH HAVE A LOWER STANDARD DEVIATION OF RETURNS THAN STOCK B.

D STOCK B MUST HAVE A HIGHTER EXPECTED RETURN THAN STOCK A IF MARKETS ARE EFFECIENT.

E. STOCK A IS LESS RISKY FROM THE MARKET'S PERSPECTIVE THAN A TYPICAL STOCK AND STOCK B IS MORE RISKY THAN A TYPICAL STOCK.