The probability of a booming economy and a normal economy is 50% each. Stock A is expected to return 15 percent in a booming economy and 5 percent in a normal economy. Stock B is expected to return 20 in a booming economy and 10 percent in a normal economy. This means _____.

Select one: a. Stock A has a higher expected return b. Stock A has a higher standard deviation c. Stock A and B have the same expected return and standard deviation d. Stock B has a higher expected return e. Stock B has a higher standard deviation