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?
$\begin{array}{ll}\lambda^{0}=0.04 & \mathrm{~b}_{\mathrm{y}, 1}=0.5\\\mathrm{k}_{1}=0.07 & \mathrm{~b}_{\mathrm{y}, 2}=1.3 \\\mathrm{k}_{2}=0.05 & \mathrm{~b}_{\mathrm{z}_{, 1}}=1.2 \\& \mathrm{~b}_{\mathrm{z}, 2}=0.9\end{array}$

A) 12.0% and 13.3%
B) 13.5% and 14.2%
C) 13.9% and 15.6%
D) 14.0% and 16.9%
E) 15.8% and 17.3%