For the questions below, suppose that Stock A has an expected return of 10 percent and standard deviation of 20 percent, and stock B has an expected return of 15 percent and standard deviation of 25 percent. The correlation between stocks A and B is 0.67. The expected return on the market portfolio of risky stocks is 14 percent and the risk-free rate is 6 percent. . What is the beta of stock B? a. 1.0 b. 1.125 c. 0.50 d. 0.64