Stock A has a beta of 1.2, and Stock B has a beta of 0.6. Which of the following statement is true about these securities?

A) The addition of Stock A would reduce portfolio risk more than the addition of Stock B.

B) The addition of Stock B would increase portfolio risk more than the addition of Stock A.

C) The required return for Stock A is greater than the required return for Stock B.

D) The required return for Stock B is greater than the required return for Stock A.

E) None of the above is correct.