With respect to the capital asset pricing model, if expected return for Security 2 is equal to 11.4% and the risk-free rate is 3%, the expected return for the market is closest to:

A. 8.4%.

B. 9.0%.

C. 10.3%.

Use the following data to answer question:
An analyst gathers the following information:

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Security Expected Standard Deviation Beta Security 1 25% 1.50 Security 2 15% 1.40 Security 3 20% 1.60