There are two stocks A and B both with beta 1.3. The market return is 11% and the risk free rate is 1%. Stock A has historic average return of 15% and stock B has historic average return of 13.5%. What option below lets you take the best advantage of the situation? Invest in both A and B to diversify. Invest in Stock B and short Stock A. Invest in A and short stock B. A Invest in stock B to minimize risk. Invest in stock A to get the highest return