Stock A's beta is 1.5 and Stock B's beta is 0.5. Which of the following statements must be true, assuming the CAPM is correct? In equilibrium, if the average market return is positive 0.75%, stock A's return is negative Stock B would be a less desirable addition to a portfolio than A If the average market return is up 1%, in equilibrium stock B's return is higher than stock A In equilibrium, the expected return on Stock B will be greater than that on A In equilibrium, a positive average market return will be greater than the expected return on Stock B