Stock A's beta is 1.2 and Stock B's beta is 0.6. Which of the following statements must be true, assuming the CAPM is correct? A. Stock A would be a more desirable addition to a portfolio then Stock B B. In equilibrium, the expected return on Stock A will be equal to the average market return C. When held in isolation, Stock A has less risk than Stock B D. In equilibrium, the expected return on Stock B will be less than the expected return on A

E. Stock B would be a more desirable addition to a portfolio than A