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

Multiple Choice

Under the following conditions,what are the expected returns for stocks Y and Z?
$\begin{array}{ll}\lambda^{0}=0.05 & \mathrm{~b}_{\mathrm{y}, 1}=0.75 \\\mathrm{k}_{1}=0.06 & \mathrm{~b}_{\mathrm{y}, 2}=1.35 \\\mathrm{k}_{2}=0.05 & \mathrm{~b}_{\mathrm{z}, 1}=1.5 \\& \mathrm{~b}_{\mathrm{z}, 2}=0.85\end{array}$

A) 17.61% and 13.23%
B) 16.25% and 18.25%
C) 13.24% and 28.46%
D) 14.83% and 17.69%
E) None of the above