James is evaluating four potential stocks to add to his portfolio. He wishes to choose the stock that has the least amount of systematic risk. Based on the information provided below, which one of these stocks has the least amount of systematic risk?

Stock

Average Return Over Last $5$ Years

Beta

Current Price

A

$5\%$

$1\mathrm{.}75$

$$22$

B

$9\%$

$0\mathrm{.}75$

$$31$

C

$18\%$

$1\mathrm{.}00$

$$53$

D

$12\%$

$0\mathrm{.}50$

$$82$

Available answer options

Select only one option

A

Stock A

B

Stock B

C

Stock C

D

Stock D