Stocks A and B have the following data. The market risk premium is 6.0% and the risk-free rate is 4%. Assuming the stock market is efficient and the stocks are in equilibrium, which of the following statements is CORRECT? A B Beta 1.10 0.90 Constant dividend growth rate 7.00% 5.00% (a) Stock B must have a higher capital gain yield than Stock A. (b) Stock B must have a higher dividend yield than Stock A. (c) Stock Bs dividend yield equals its expected dividend growth rate. (d) Stock B must have the higher required return. (e) The expected return of Stock B is 11%.