Stock S has an expected return of 18.2% and a beta of 2.7. Stock T has an expected return of 14.6% and a beta of 1.7. Stock U has an expected return of 5.9% and a beta of 0.8. Stock V has an expected return of 8.8% and a beta of 1.2. The market risk premium is 6% and the risk-free rate is 2%. Which of the following statements is true