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 retum to the market will be 12%. Assuming that CAPM is correct, which stock should you purchase? Firm Beta Expected Return Anderson, Inc. 0.90 10.5% Delta Vanlines 1.24 13.0% Nathan's 1.50 16.0% Bakeries Z-man 215 19.0% Electronics Anderson, Inc Delta Varlines Z-man Electronics All of the stocles Nathan's Bakeries