The risk-free rate is 0.04. Security 1 has a beta of 1.5 and an expected rate of return of 0.19. Security 2 has an expected return of 0.16. Assuming that both securities are fairly priced by CAPM, the beta of security 2 is Select one: O A. 1.1 OB. 1.2 O C. 1.3 O D. 1.4