Which One of the Following Shares Is Correctly Priced If

Multiple Choice

Which one of the following shares is correctly priced if the risk-free rate of return is 3.6% and the market rate of return is 10.5%?
$\begin{array}{l}\begin{array}{|l|l|l|}\hlineShare &Beta &\text { Expected Return }\\\hline \mathrm{A} & .85 & 9.2 \% \\\hline \mathrm{B} & 1.08 & 11.8 \% \\\hline \mathrm{C} & 1.68 & 15.3 \% \\\hline \mathrm{D} & .71 & 7.8 \% \\\hline \mathrm{E} & 1.45 & 12.3 \% \\\hline\end{array}\end{array}$

A) A
B) B
C) C
D) D
E) E