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You are given following information on beta and expected return for each stock Stock A: beta=0.98, expected return 0.167. Stock B: beta1.12. expected return 0.092.

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You are given following information on beta and expected return for each stock Stock A: beta=0.98, expected return 0.167. Stock B: beta1.12. expected return 0.092. Stock beta-1.56, expected return-0.181. Stock D: beta=1,02, expected return 0.1862. Stocke: beta-1.14 expected return 0.109. If the risk free rate of return is 4.2 percent and the market risk premium is 8.9 percent, which one of these stocks is correctly priced according to CAPM? b. GE d. A D

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