Your broker has developed a list of firms, their betas, and the return he expects the stock to

yield over the next twelve months $($labeled "Expected Return"$).$ You have estimated that the

risk$-$free rate is $5\%$ and the return to the market will be $12\%.$ Assuming that CAPM is

correct, which stock should you purchase?

Nathan's Bakeries

All of the stocks

Delta Vanlines

Z$-$man Electronics

Anderson, Inc.