Security a Has a Greater Level of Systematic Risk Than

Security A has a greater level of systematic risk than security B.The expected equilibrium return for A must be greater than that for B because:

A) B's price will fall as investors realize that B offers lower returns.
B) if it is not, then A's price will fall and B's price will rise as investors sell A and buy B.
C) the Security Market Line is negatively sloped.
D) the standard deviation of A's return is greater than B's.