Under the Following Conditions,what Are the Expected Returns for Stocks

Multiple Choice

Under the following conditions,what are the expected returns for stocks X and Y?
$$\begin{array} { l l } \lambda ^ { 0 } = 0.04 & b _ { x , 1 } = 1.2 \\k _ { 1 } = 0.035 & b _ { x , 7 } = 0.75 \\k _ { \mathbf { z } } = 0.045 & b _ { z , 1 } = 0.65 \\& b _ { z , z } = 1.45\end{array}$$

A) 11.58% and 12.8%
B) 15.65% and 18.23%
C) 13.27% and 15.6%
D) 18.2% and 16.45%
E) None of the above