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Stock A has a standard deviation of 10% and beta coefficient of 0.7 while stock B has a standard deviation of 6% and a beta
Stock A has a standard deviation of 10% and beta coefficient of 0.7 while stock B has a standard deviation of 6% and a beta of 0.9. Which of the following is true 0 The market is inefficient O The expected return on stock A must be lower than the expected return on stock B because stock A return has higher standard deviation 0 The expected return on stock A must be higher than the expected return on stock B because stock A has lower beta coefficient 0 The expected return on stock A must be lower than the expected return on stock B because stock A has lower beta coefficient 0 The expected return on stock A must be higher than the expected return on stock B because stock A return has higher standard deviation
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