The market expected return is $14\%$ with a standard deviation of $18\%.$ The risk$-$free rate is $6\%.$ Security XYZ has just paid a dividend of

$$1$ and has a current price of $$13\mathrm{.}95.$ What is the beta of Security $xYZ$ if its dividend is expected to grow at $6\%$ per year indefinitely?

$0\mathrm{.}95$

$1\mathrm{.}05$

$0\mathrm{.}85$

$0\mathrm{.}90$