Stock X has a beta of $0\mathrm{.}87$ and an expected return of $9\mathrm{.}8\%.$ Stock Y has a beta of $1\mathrm{.}2$ and an expected return of $13\mathrm{.}1\%.$ What is the risk$-$free rate of return assuming that both X and Y are correctly priced on the security market line $($SML$).$

Group of answer choices

$0\mathrm{.}9\%$

$1\mathrm{.}1\%$

$1\mathrm{.}53\%$

$1\mathrm{.}99\%$

None