The risk-free rate and the expected market rate of return are 0.04 and 0.12, respectively. According to the capital asset pricing model (CAPM), the expected rate of return on security X with a beta of 1.4 is equal to Multiple Choice 12% 18% O 6% O o 14.4% O 15.2% Matthews Corporation has a beta of 1.2. The annualized market return yesterday was 13%, and the risk-free rate is currently 5%. You observe that Matthews had an annualized return yesterday of 17%. Assuming that markets are efficient, this suggests that Multiple Choice bad news about Matthews was announced yesterday. interest rates fell yesterday. a interest rates rose yesterday. good news about Matthews was announced yesterday. no news about Matthews was announced yesterday. O