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Stock A has a return volatility of 25% and a beta of 0.9. Stock B has a return volatility of 30% and a beta of

Stock A has a return volatility of 25% and a beta of 0.9. Stock B has a return volatility of 30% and a beta of 0.8. According to the CAPM, which of the following statements is true? Stock A's expected return should be higher than that of the market portfolio. Not enough information is provided. Stock A should have a higher expected return. Stock B should have a higher expected return

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