Stock A's beta is 1.4 and Stock B's beta is 1.5. If we assume that the Capital Asset Pricing Model holds:
a. Stock A would be a more desirable addition to a portfolio then Stock B
b. In equilibrium, the expected return of Stock B will be greater than that of Stock A.
c. When held in isolation, Stock A has more risk than Stock B
d. Stock B would be more desirable addition to a portfolio than A
e. In equilibrium, the expected return of Stock A will be greater than the of B