Company A's stock is currently trading at $40.00. If the current level of dividend on this stock is $2.00, and is forecast to grow by 5% per annum. If the risk-free rate is 3%, and the expected return in the market is 9%, then the beta of this stock is closest to: (a) Not enough information to answer. (b) 1.21 (c) 0.81 (d) 1.71 (e) 1.14