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Shares in Pebbles have a beta of 0.5. The risk-free rate is 1.5% and the expected return on the market is 8.5%. What is the

Shares in Pebbles have a beta of 0.5. The risk-free rate is 1.5% and the expected return on the market is 8.5%. What is the expected return on shares in Pebbles?

O A. 5.75%

O B. 9.25%

  • C. 11.6%
  • D. None of the other answers is correct. E.5.0%

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