Stock A$\text{'}$s beta is $1\mathrm{.}7$ and Stock B$\text{'}$s beta is $0\mathrm{.}7.$ Which of the following statements must be true about these securities$?($Assume market equilibrium.$)$

Question $28$Select one:

A$.$

Stock A must be a more desirable addition to a portfolio than B$.$

B$.$

When held in isolation, Stock A has more risk than Stock B$.$

C$.$

The expected return on Stock B should be greater than that on A$.$

D$.$

The expected return on Stock A should be greater than that on B$.$

E$.$

Stock B must be a more desirable addition to a portfolio than A$.$