Business finance question

Assume that the CAPM is correct. The beta of Asset Y is 1.40 and its expected return is 11.86%. The beta of Asset Z is 0.80 and its expected return is 8.32%. The risk-free rate and the expected return on the market portfolio are: The risk-free rate is 2.5% and the expected return on the market portfolio is 5.9%. The risk-free rate is 3.6% and the expected return on the market portfolio is 5.9%. The risk-free rate is 3.6% and the expected return on the market portfolio is 9.5%. Can't say: not enough information has been provided