A stock has an expected return of $13\mathrm{.}24$ percent, the risk$-$free rate is $4\mathrm{.}4$ percent, and the market risk premium is $8\mathrm{.}98$ percent. What is the stock's beta?

Which one of the following stocks is correctly priced according to CAPM if the risk$-$free rate of return is $3\mathrm{.}4$ percent and the market risk premium is $7\mathrm{.}4$ percent?

$\backslash$table$[[,,\backslash$table$[[$Expected$],[$Return$]]],[$A$,$Beta,$\mathrm{.}096],[$B$,\mathrm{.}87,\mathrm{.}102],[$C$,1\mathrm{.}09,\mathrm{.}146],[$D$,\mathrm{.}98,\mathrm{.}107],[$E$,1\mathrm{.}16,\mathrm{.}139]]$

A$)$ A

B$)B$

C$)C$

D$)D$

E$)E$