Show how two-sided return dispersion effects impact expected stock returns. Assume there are two time periods t = 1 and 2 in addition to two assets B and C. Return dispersion in the market increases from σ_a1 = 1% at time 1 to 2% at time 2. Due to this increase in cross-sectional market volatility from time 1 to 2, show how expected asset returns of assets B and C are affected. What if return dispersion decreased over time?