Stock Y has a beta of 1.2 and an expected return of 13.6 percent. Stock Z has a beta of 0.6 and an expected return of 9.0 percent. What would the risk-free rate have to be for the two stocks to be correctly priced? \begin{tabular}{l} \hline 4.40% \\ \hline 8.80% \\ \hline 4.00% \\ \hline 3.60% \\ \hline 1.90% \\ \hline \end{tabular}