Which one of the following stocks is correctly priced if the risk-free rate of return is 2.6 percent and the market risk premium is 7.50 percent? \begin{tabular}{ccc} Stock & Beta & Expected Return \\ \hline A & 0.72 & 8.63% \\ B & 1.50 & 13.80% \\ C & 1.39 & 13.03% \\ D & 1.05 & 10.70% \\ E & 0.96 & 9.95% \end{tabular}