In the equation K_j = R_f + _j (R_m - R_f):

	A. j (Rm - Rf) is the expected return above the risk-free rate for the stock of company j.
	B. beta (j) is the stock's measure of volatility relative to the company's historical volatility.
	c. Kj is the expected volatility of company j.
	d. Rm - Rf is the dollar discount on the market rate.