Question $29$

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The risk$-$free rate and the expected market rate of return are $0\mathrm{.}06$ and $0\mathrm{.}12,$ respectively. According to the capital asset pricing model $($CAPM$),$ the expected rate of return on security $x$ with a beta of $1\mathrm{.}2$ is equal to

a$.0\mathrm{.}060$

b$.0\mathrm{.}144$

c$.0\mathrm{.}132$

d$.0\mathrm{.}120$