Boeing Has a Beta of 1

Multiple Choice

Boeing has a beta of 1.0. The annualized market return yesterday was 11%, and the risk-free rate is currently 5%. You observe that Boeing had an annualized return yesterday of 14%. Assuming that markets are efficient, this suggests that

A) bad news about Boeing was announced yesterday.
B) good news about Boeing was announced yesterday.
C) no news about Boeing was announced yesterday.
D) interest rates rose yesterday.
E) interest rates fell yesterday.