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The variance of Stock A is 0.0979. The variance of the market is 0.0475. The covariance between Stock A and the market is 0.0608. The

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The variance of Stock A is 0.0979. The variance of the market is 0.0475. The covariance between Stock A and the market is 0.0608. The risk-free rate is 4.13% and the expected market risk premium is 7.4%. What is the beta and expected return of Stock A? A. 1.61 and 9.39% B. 1.28 and 8.32% C. 2.06 and 19.38% D. 2.06 and 10.87% E. 1.28 and 13.60% F. 1.61 and 16.05%

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