Question: 14) Two stocks with the same expected return. Stock 1 has higher market beta than stock 2. 1. Total risk of two stocks are the

14) Two stocks with the same expected return. Stock 1 has higher market beta than stock 2. 1. Total risk of two stocks are the same. II. Systematic risk of the stock 1 is higher than that of stock 2 . III. The CAPM alpha is higher for stock 1. A) 1 and II. B) II and III. C) II only. D) I, II and

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