You have collected the following data. Based on portfolio theory (CAPM), which scenario seems to be out of place?

Stock	Required return	Standard deviation	Market Beta
X	0.25	0.05	0.17
O	0.16	0.41	0.25
H	0.12	0.20	0.20
Z	0.08	0.15	0.12
Q	0.05	0.00	0.00

Select one:

a. O

b. Z

c. Q

d. H

e. X