Question 30 8.57 pts Assume ABC Corp.'s stock has the expected return of 13.86%. ABC Corp's beta is 1.42, and the current expected return of the market is 10.76%. What must the risk-free rate be according to the CAPM theory? 0 3.65% 3.38% 3.85% 3.42% Question 31 8.57 pts Assume ABCDEF Corp. had 15.64% in return this year. During the same time, the risk-free rate was 2.98%, the Beta for the industry ABCDEF Corp.belongs to was 1.53, and the Market rate of return was 11.2%. Which of the following is true? O ABCDEF Corps shares performed in accordance with its level of risk. There is insufficient information to determine how ABCDEF Corps shares performed relative to its level of risk ABCDEF Corp's shares over performed relative to its level of risk. O ABCDEF Corp's shares under performed relative to its level of risk