This is the only way I know how to start the question, how do I go from there ?

26. Stock A has a beta of 1.1 and a required rate of return of 7.4%. Stock B has a beta of 1.4 and a required rate of return of 11.9%. If CAPM holds, whot should the required rate of return of Stock C that has a beta of 0.8 ? The required rate of return of Stock C is: a. 2.9% b. 16.4% c. 2.85% d. 1.58% e. 3.5% f. 2.77%