Question 15 Not yet answered The risk free rate of return is 4%. The expected return on Alpha stock is 11.8% and the expected return of Kappa stock is 12.4%. The beta of Alpha is 1.3. What is the beta of Kappa? Marked out of 2.00 Select one: O a. 1.2 b. 1.3 c. 1.4 0 d. 1.1 e. None of these answers is correct