Stock A has a standard deviation of $0\mathrm{.}58$ and a beta of $1\mathrm{.}5.$ Stock B has a standard deviation of $0\mathrm{.}35$ and a beta of $1\mathrm{.}8.$ If stocks A and B are held in a well$-$diversified portfolio which stock carries higher risk?

Question $7$ options:

Stock A

Stock B

Both stocks have same risk

We cannot compare the risks