Johnson$$ Manufacturing, Inc., is considering several investments. The rate on Treasury bills is currently $5\mathrm{.}5$percent$,$ and the expected return for the market is $11\mathrm{.}5$ percent. What should be the expected rate of return for each investment$($using the$$ CAPM$)?$

Security Beta

A $1\mathrm{.}71$

B $0\mathrm{.}87$

C $0\mathrm{.}52$

D $1\mathrm{.}27$