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? Firm Beta Expected Return Anderson, Inc. 0.90 10.5% Delta Vanlines 1.25 13.0% Nathan's 1.60 16.0% Bakeries Z-man 1.90 19.0% Electronics O Nathan's Bakeries All of the stocks O Delta Vanlines Anderson, Inc. O Z Z-man Electronics