Which one of the following stocks is correctly priced if the risk-free rate of return is 2.5 percent and the market risk premium is 7.80 percent? Stock Beta Expected Return A 0.75 8.79% B 1.47 14.00% 1.40 13.42% 1.06 10.67% E 0.96 9.84% The common stock of Jensen Shipping has an expected return of 17.78 percent. The return on the market is 12 percent and the risk-free rate of return is 3.5. What is the beta of this stock