The risk-free rate is 6.0% and the expected return on the market portfolio is 12.0%. Asset A has a beta of 0.75 and an expected return of 10.0%. Asset B has a beta of 1.30 and an expected return of 14.0%. Under the CAPM, investors should:
a) Buy Asset A and sell Asset B.
b) Sell Asset A and buy Asset B.
c) Sell both assets.
d) Buy both assets.