Which of the following is/are true for a stock with beta equal to 1.5? 1. The stock has a 50% higher expected return than the average stock. II. Given a market risk premium of 10%, the expected return on the stock would be 15%. III. The stock has 50% more systematic risk than the average stock. Select one: a. I only b. I, II, and III c. I and III only d. Il only e. Ill only