You have been scouring The Wall Street Journal looking for stocks that are "good values" and have calculated expected returns for five stocks. Assume the risk-free rate (rRF) is 5 percent and the market risk premium (rM - rRF) is 2.7 percent.Which security would be the best investment? (Assume you must choose just one.)

Expected Return = 11.50%, Beta = 1.5

Expected Return = 8.74%, Beta = 0.4

Expected Return = 5.04%, Beta = -0.6

Expected Return = 9.01%, Beta = 1.7

Expected Return = 7.06%, Beta = -0.2