The common stock of SSBSA has a beta of 0.95 and returns 12.55%. The risk-free rate of return is 4% and the market rate of return is 12%. Which one of the following statements is true given this information?

Question options:

a)	SSBSA stock is underpriced.
b)	SSBSA stock is correctly priced.
c)	The expected return on SSBSA stock based on the Capital Asset Pricing Model is 16.55%.
d)	SSBSA stock has more systematic risk than the overall market.
e)	SSBSA stock is overpriced.