55. Assume the CAPM holds and is used to price the stock Macaron inc. We collect the following data: the standard deviation of the market portfolio is 2 and the covariance between Macaron stock and the market portfolio equals 5. The variance of Macaron stock equals 7.5. The expected return on the market index is 14.3% and the risk free rate is 4.9%. Which statement is FALSE? A) The Security Market Line (SML) is given by E(R)=0.049+0.094B. B) The beta of Macaron is 1.25. C) The beta of Macaron is 2.5. D) There are sufficient data in order to calculate the expected return on Macaron stock