Stocks A and B have the following data. The market risk premium is 6.0% and the risk-free rate is 6.4%. 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 growth rate	7.00%	7.00%

a. Stock A must have a higher dividend yield than Stock B.

b. Stock B must have the higher required return.

c. Stock A must have a higher stock price than Stock B.

d. Stock B's dividend yield equals its expected dividend growth rate.

e. Stock B could have the higher expected return.