SMU has 10,000 shares outstanding and a stock price of $10. The company also has $25,000 of debt outstanding and borrows at the risk-free interest rate. The risk-free interest rate is 10%. Assume that capital markets are perfect. If the unlevered beta is 0.72, SMU's levered beta would be close to:

Group of answer choices

0.90

0.72

0.80

0.86