A portfolio of common stocks with a Beta .8 has a lower required return than a portfolio that has a beta of 1.2 true or false?

A portfolio of common stocks with a Beta .8 has a lower required return than a portfolio that has a beta of 1.2true or false?

TrueA portfolio of common stocks with a Beta .8 has a lower required return than a portfolio that hasa beta of 1.2 because the required rate of return increases with the value of beta.