Assume the risk-free rate of return is 6.5 percent and the market rate of return is 11.2 percent Stock A has a beta of 88 and an expected return of 9.79 percent; Stock B has a beta of 1.26 and an expected return of 11.36 percent; Stock C has a beta of 1.47 and an expected return of 12.28 percent; Stock D has a beta of 79 and an expected return of 10.61 percent. Which one of the following stocks, if any, Is correctly priced according to CAPM? Multiple Choice Stock B O Stock D O a Stock O Stock A None of the stocks are correctly priced according to CAPM