There are two stocks you are considering to buy: Stock A and B Stock A has a beta ori 3 and Stock B has a beta of 36 Treasury-bills have a return rate of 6.00% and the market portfolio has a return of 11.00% compared to the less risky stock, the riskier stock has 10.6% lower expected return. O 11.5% higher expected return. O 10.0% higher expected return. 1 1 0% higher expected return