In the CML graph below, MVE refers to the market portfolio, and A$,$ B$,$ C are three stocks. Assume that all assets are priced correctly under the CAPM. What is the beta and systematic variance of stock B$?$

Select one:

A$.1,0\mathrm{.}04$

B$.1,0\mathrm{.}16$

C$.1\mathrm{.}5,0\mathrm{.}09$

D$.1,0\mathrm{.}4$

E$.$ Cannot be determined from the information given