Question: Historically, value stocks have generated greater higher average returns than growth stocks. If the pattern can be explained by the CAPM, which one of the

Historically, value stocks have generated greater higher average returns than growth stocks. If the pattern can be explained by the CAPM, which one of the following must be true?

a. of value stock > of growth stock and of value stock = of growth stock

b. of value stock > of growth stock and of value stock > of growth stock

c. of value stock = of growth stock and of value stock = of growth stock

d. of value stock = of growth stock and of value stock > of growth stock

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