You observe the following information regarding Company A and Company B:

Company A has a higher expected return than Company B.

Company A has a lower standard deviation of returns than Company B.

Company A has a higher beta than Company B.

Given this information, which of the following statements is CORRECT?

a. Company A has a higher coefficient of variation than Company B.

b. Company As returns will be negative when Company Bs returns are positive.

c. Company A has less market risk than Company B.

d. Company A has more company-specific risk than Company B.

e. Company A has a higher Sharpe ratio than Company B.