Stock TrenStar has a standard deviation of 28 percent and a correlation coefficient of 0.7 with market returns. The standard deviation of market return is 16 percent, and the expected return is 13.5 percent. The risk-free rate is 4.5 percent. A) What is the beta of stock TrenStar? (1 Points) B) State three assumptions underlying the Capital Asset Pricing Model (CAPM) - (2 Points) C) What is the required rate of return of stock TrenStar by the CAPM? (2 Points) D) Compare TrenStar's required return to the expected market return. What causes the difference? (1 Points)