Any help is greatly appreciated!!

A firm has a debt-to-equity ratio of 1:1. The firm's debt beta is 0.2. Five-year government bonds yield 5% pa with a coupon rate of 8% pa. The market's expected dividend return is 3% pa and its expected capital return is 7% pa. The firm stock's next dividend is expected to be $1, paid one year from now. Dividends are expected to be paid annually and grow by 1% pa forever. The current stock price $10. The corporate tax rate is 30%. Assume a classical tax system. Which statement is NOT correct? a. The expected return on equity is 11% pa. O b. The beta of the firm's equity is 1.2. c. The beta of the firm's assets is 0.7. d. The firm's after-tax WACC is 7.6% pa. e. The expected return on debt is 8.4% pa