Two stocks, A and B, possess the following characteristics.

	beta	standard deviation
stock A	1.25	0.18
stock B	1.20	0.19

multiple choice

Stock A has the highest expected return because its standard deviation is largest

Stock B has the highest equilibrium return because its beta is largest

Stock B has the highest expected return because its unsystematic risk is largest

Stock A has the highest expected return because its systematic risk is largest

Stock A has the highest expected return because its total risk is largest