The expected rates of return for stocks A and B are 22% and 28% respectively. The beta of stock A is 0.8 while that of stock B is 1.5. The T-bill rate is 12% and the expected rate of return on S&P 500 index is 24%. The standard deviation of stock A is 20% while that of B is 22%. If you could invest only in T-bills plus one of these stocks, which stock would you choose?