Question 13 3 pts Suppose that the historical average annual return of the S&P500 index, which has a beta of 1, is 8.9%, the historical average annual yield of the 1-month US treasury bill is 1.5%, and the historical average annual return of US small cap stocks is 12.6%. What is the beta of US small cap stocks according to the Capital Asset Pricing Model? 0 1 O 1.5 O2 None of the above