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? FirmBetaExpected ReturnAnderson, Inc$\mathrm{.}0\mathrm{.}9010\mathrm{.}5\%$Delta Vanlines$1\mathrm{.}1013\mathrm{.}0\%$Nathan's Bakeries$1\mathrm{.}6016\mathrm{.}0\%$Z$-$man Electronics$2\mathrm{.}1519\mathrm{.}0\%$Group of answer choicesAnderson, Inc.All of the stocksZ$-$man ElectronicsNathan's BakeriesDelta Vanlines