Stock X has a beta of 0.5 and Stock Y has a beta of 1.5. Which of the following statements must be true, according to the CAPM? Oa. Stock Y's realized return during the coming year will be higher than Stock X's return. Ob. Stock Y's return has a higher standard deviation than Stock X. OC. If the expected rate of inflation increases but the market risk premium le unchanged, the required returns on the two stocks should increase by the same amount. Od. If you invest $50,000 in Stock X and $50,000 in Stock Y, your 2-stock portfolio would have a bata significantly lower than 1,0, provided the returns on the two stocks are not perfectly correlated. Oe. If the market risk premium declines, but the risk-free rate is unchanged, Stock ill have a larger decline in its required return than will Stock Y