Question: Which statement is NOT correct?table[[,Standard Deviation,Beta],[Stock A,20%,0.4],[Stock B,25%,0.5]]Stock A has a lower market risk than stock B.Stock A has a lower expected return than stock

Which statement is NOT correct?\table[[,Standard Deviation,Beta],[Stock A,20%,0.4],[Stock B,25%,0.5]]Stock A has a lower market risk than stock B.Stock A has a lower expected return than stock B.Both Stock A and Stock B move in the same direction as the market.Stock A has a higher total risk than stock B.

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