Stock A's beta is 1.4 and Stock B's beta is 1.5. If we assume that the Capital Asset Pricing Model holds:

a. Stock A would be a more desireable addition to a portfolio then Stock B

b. In equilibrium, the expected return of Stock B will be greater than that of Stock A.

c. When held in isolation, Stock A has more risk than Stock B

d. Stock B would be more desireable addition to a portfolio than A

e. In equilibrium, the expected return of Stock A will be greater than tha of B