6 of 30 Marks Assume that the market portfolio is equally likely to decrease by 10% remain stable or increase by 5%. Security "Save" goes down on average by 6% when the market goes down, goes down by 0.67% when the market doesn't change, and goes up by 2% when the market goes up. What is the Beta of the stock? What is the implied risk free rate if the CAPM holds? (Note: please retain at least 4 decimal places in your calculations.) O a. 0.847 and 1.67% O b. 0.847 and 0.67% O c.0.533 and 0.67% O d. 0.533 and -0.67% e. 0.533 and 2.34%