You are attempting to choose between stock A and stock X$.$

Stock A has an expected return of $9\%,$ a standard error of $25,$ and a beta of $1$

Stock X has an expected return of $12\%$ and a standard error of $28,$ and a beta of $.90$

Assuming a normal distribution of possible returns, the above information means $($within a roughly $70\%$ probability of occurrence$)$

Stock X has less loss potential and more profit potential than A

Stocks A and X have exactly the same loss and profit potentials

Stocks A and X have the same profit potential but $x$ has less loss potential

Stock A has more loss potential and less profit potential X

Stocks A and X have the same loss potential but $x$ has greater profit potential