why is this correct?

You have the following stock data: Stock Prior Year Return A 5.26% B 7.34% Standard Deviation 9% 8% Beta 1.31 1.42 Which of the following is CORRECT? a. The capital gains yield of Stock A was 5.26%. b. The expected return of Stock B is expected to be 11.26% c. Stock A has more systematic risk exposure. d. Stock B is expected to earn a lower future return than Stock A. e. Stock A has higher total risk. 9. Stocks A and B have the following data. Assuming the stock market is efficient, th