Stock A has a standard deviation of $10\%$ and a beta coefficient of $0\mathrm{.}7$ while stock B has a standard deviation of $6\%$ and a beta of $0\mathrm{.}9.$ Which of the following is true

Question $24$ options:

The expected return on stock A must be higher than the expected return on stock B because stock A return has a higher standard deviation

The expected return on stock A must be lower than the expected return on stock B because stock A return has higher standard deviation

The expected return on stock A must be higher than the expected return on stock B because stock A has lower beta coefficient

The expected return on stock A must be lower than the expected return on stock B because stock A has lower beta coefficient

The relationship between the expected returns on stocks A and B is undetermined because stock A return has a higher standard deviation but a lower beta coefficient

None of the above