stook A has a beta of .68 and an expected return of 8.1 percent. Stook B has a beta of 1.42 and an expected return of 13.9 percent. Stook C has beta of 1.23 and an expected retum of 12.4 percent. Stook D has a beta of 1.31 and an expected return of 12.6 percent. Stook E has a beta of .94 and an expected return of 9.8 percent. Which one of these stocks is the most acourately priced if the risk-free rate of return is 2.5 percent and the market risk premium is 8 percent? The variance of a portfolio comprised of many securities primarily depends on the: A) Variances of the securities held within the portfolio. B) Beta of the portfolio. c) Portfolio's correlation with the market. D) Covariance between the overall portfdio and the market. E) Covaricances between the individual securities