Estimated parameters of the Characteristic Line/single index model (=+R=+RM) of the shares of companies A and B are:

Company	Alpha parameter	Beta parameter
A	6%	0,6
B	1%	1,3

Random components have been omitted. IF RATE OF RETURN ON SHARES OF COMPANY A IS TWICE AS HIGH AS THE RATE OF RETURN ON SHARES OF COMPANY B, THEN MARKET PORTFOLIO RATE OF RETURN IS EQUAL:

a.

1.6%

b.

2.0%

c.

2.9%

d.

3.5%