An investor requires an 11% rate of return for all new investments and has the option to invest in two stocks: Company A that has an equity risk premium of 6% and a beta of 0.8, and/or Company B that has an equity risk premium of 9% and a beta of 1.2. The current risk-free rate is 4%. All of the following statements are correct except: A. The investor should not invest in Company A because its rate of return is 10%. B. The investor should not invest in Company A because its rate of return is 8.8%. C. The investor should invest in Company B because it has a 13% rate of return. D. The market rate of return is 11.5%.