QUESTION 16 O O O O O O A. B. C. O D. O E. A stock has an expected return of 12.7 per cent, the risk-free rate is 2.4 per cent, and the expected return in the market portfolio is 10.1 per cent. What must the beta of this stock be? -0.75 0.94 1.34 1.65 1.22

\\( \\begin{array}{ll}\\text { A } & -075 \\\\ \\text { in } & 0.94 \\\\ \\text { C } & 13 \\\\ \\text { D. } & 165 \\\\ \\text { E } & 1 \\%\\end{array} \\) \\( \\begin{array}{ll}\\text { A } & -075 \\\\ \\text { in } & 0.94 \\\\ \\text { C } & 13 \\\\ \\text { D. } & 165 \\\\ \\text { E } & 1 \\%\\end{array} \\)