True/False: a. An investor will require a higher expected return from XYZ than ABC to compensate for the greater risk. True b. Both ABC and XYZ have the same beta. False c. Both stocks are expected to have a return that is less than the market. False d. XYZ has more unsystematic risk than ABC. False 0.1500 y = 0.5997x+0.0005 R2 = 0.2051 0.1000 0.0500 (0.2500) (0.2000) (0.1500) (0.1000) 10.50 0.0500 0.1000 0.1500 XYZ US Equity ABC US Equity -Linear (XYZ US Equity) Linear (ABC US Equity) Sto.9500) 10.1000) y = 0.5997x+0.0005 R= 0.7965 10.1500) 10.2000)