You are considering the following two shares to construct a portfolio. The table below presents the relevant statistics:

	Share A	Share B
Expected return	0.14	0.18
Standard deviation	20%	15.5%
beta	0.8	1.2
Correlation of share A and share B	-0.8

Which of the following statements is incorrect?

Select one:

a. The market risk of Share A is lower than Share B

b. Investors should hold Share B only because it has a lower risk and a higher return

c. The price of Share B is expected to move oppositely against the price of Share A

d. The systematic risk of Share A is lower than the market portfolio