Two investment advisors are comparing their risk-adjusted performance. Advisor A averaged a 10% return with a portfolio beta of 0.4 and Advisor B averaged a 17% return with a portfolio

beta of 1.1. Both advisors found that, on a risk-adjusted basis, they dont underperform or outperform the market portfolio. What is the risk-free rate?

A.5%

B.6%

C.7%

D.None of the above