Security a Has an Expected Rate of Return of 0

Multiple Choice

Security A has an expected rate of return of 0.10 and a beta of 1.3.The market expected rate of return is 0.10 and the risk-free rate is 0.04.The alpha of the stock is

A) 1.7%.
B) -1.8%.
C) 8.3%.
D) 5.5%.
E) none of the above.