Stock J has a beta of 1.52 and an expected return of 15.76percent. Stock K has a beta of .98 and an expected return of 11.44 percent. What is the risk-free rate if these securities both plot on the security market line?

Select one:

a. 3.60 percent

b. 3.34 percent

c. 3.57 percent

d. 3.52 percent

e. 3.64 percent