Suppose we have the two following portfolios: A has a beta of 1.0, and the specific risk of each of the component securities is defined as being low B also has a beta of 1.0, but the specific risk of each of the component securities is defined as being high. Briefly explain whether investors should expect a higher return from holding portfolio A versus portfolio B under the capital asset pricing theory (CAPM). Assume that both portfolios are well diversified.