Whenever the market$$s excess return is positive, the excess returns for both stock A and Stock B tend to also be positive and of a greater magnitude, with the excess return for stock B being of even greater magnitude.

A$.$ Beta for both stock A and stock b are between $0$ and $1.$

B$.$ Beta for stock B is greater than the beta for stock B$.$

C$.$ Stock B has a greater firm$-$specific risk than Stock A$.$

D$.$ Stock A has greater systematic risk than Stock b$.$