Stock ABC has expected excess rate of return 15%, beta 1.5, and standard deviation 25%. Stock XYZ has expected excess rate of return 12%, beta 0.9, and standard deviation 30%. Which stock is incorrectly priced given the CAPM?

	a.	Cannot tell without knowing the market risk premium
	b.	Stock XYZ because it has higher standard deviation but lower expected return
	c.	Stock ABC, because it has lower standard deviation but higher beta
	d.	Cannot tell without knowing the risk-free rate of return