Stock Y has a beta of 1.2 and an expected return of 10.25 percent. Stock Z has a beta of .80 and an expected return of 9.25 percent. If the risk-free rate is 2.65 percent and the market risk premium is 7.2 percent, what are the reward to risk ratios of the market and of the two stocks?

A Market: 2.65%; Y: 6.33% and Z: 8.25%

B Market: 7.2%; Y: 7.6% and Z: 6.6%

C

Market: 2.65%; Y: 6.33% and Z: 8.25%

D

Market: 7.2%; Y: 10.25% and Z: 9.25%

E

Market: 7.2%; Y: 6.33% and Z: 8.25%