81 . Consider the single - index model . The alpha of a stock is 0 % . The return on the marke index is 10% . The risk - free rate of return is 5% . The stock earns a return that exceeds the risk free rat e by 5% and there are no firm- specific events affecting the stock performance . The B of the stock is A . 0.67 B. 0. 75 C . 1. 0 1 122 E. 1.50