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Safety Inc. has an expected return of 14.1%. If treasury bills return 2% and the market risk premium is 6.6%, what must be true about

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Safety Inc. has an expected return of 14.1%. If treasury bills return 2% and the market risk premium is 6.6%, what must be true about Safety's beta? Would anyone buy this stock? Beta is more than 1; investors willing to bear significant systematic risk would buy the stock Beta is negative; yes, the stock can be used as a hedge Beta is 1; no, the stock offers no reward for bearing risk Beta is zero; no, the stock is too risky for anyone to buy

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