UN8 than Ul Stock A will be greater than that on Sto d. The expected return on Stock B will be greater than that on Stocl e. When held in isolation, Stock B has greater risk than Stook A. QUESTION 9 Which of the following statements is incorrect? a. Company-specific risk can be diversified away. the same stand-alone risk can have different betas. O c. Higher beta stocks have a higher required return. O d. The slope of the security market line is measured by beta. e. The market risk premium is affected by attitudes about risk. lick Save and Submit to save and submit. Click Save All Answers to save all ansuwre