An analyst gathers the following information for Firm A and Firm B, two similar sized firms in the same industry. Using the information to compute the industry unlevered beta, what are the appropriate betas for Firm A and for Firm B for use in their WACCs? (Assume a debt beta of zero for each firm and that the beta of the tax shields will equal the beta of the unlevered firm. In other words, BD = 0 & Tax shield = Bu.) Firm A: CAPM beta = 0.7; debt-to-equity ratio = 0.4 Firm B: CAPM beta = 1.2; debt-to-equity ratio = 2.0 O 0.63; 1.35 O 0.70; 1.20 0.50; 0.40 O 0.45; 0.45