Which One of the Following Stocks,if Any,is Correctly Priced According

Multiple Choice

Which one of the following stocks,if any,is correctly priced according to CAPM if the risk-free rate of return is 6.5 percent and the market rate of return is 10.5 percent? Stock A with a beta of .85 and an expected return of 9.22 percent;Stock B with a beta of 1.08 and an expected return of 11.90 percent;Stock C with a beta of 1.69 and an expected return of 15.38 percent;Stock D with a beta of 1.45 and an expected return of 12.30 percent.

A) Stock A
B) Stock B
C) Stock C
D) Stock D
E) None of the stocks are correctly priced according to CAPM.