Assume the CAPM holds. Stock A has a beta of 1.2, and stock B has a beta of 1.1. Also assume that the market risk premium is positive. Which of the following is correct? Question 15 options:a)Stock A has higher idiosyncratic risk than stock Bb)Stock A has a higher expected return than stock Bc)Stock A has a higher total risk than stock Bd)Stock A has a higher variance than stock B
