Assume that the risk-free rate rf is equal to 2%, the market expected return is equal to 10%. Stock RGB has a volatility of 15% and a beta of 1.2. Stock SHC has a volatility of 25% and a beta of 0.7. Please mark the only FALSE statement:

	a.	the expected return of RGB is equal to 11.6%
	b.	the expected return of SHC is equal to 7.6%
	c.	SHC stock has more market risk than RGB
	d.	SHC stock is riskier than RGB