According to the Capital Asset Pricing Model, the expected return on stock i is defined as: E(Rit) = rft+BE(RM,t - rft) where Ri,t refers to the return on stock i in month t, rf, is the monthly risk-free rate and RM,t is the monthly return on the market portfolio. You are presented with the following table that contains information about the betas and actual returns of various stocks: Stock Actual return A 0 2% B 0.5 6% 0.8 7% 1 10% 1.2 13% D E Among the five stocks, one of them has just announced a surprisingly good earnings news. Clearly state which stock (A, B, C, D or E) is likely the surprisingly good earnings announcer. Then, in no more than 3 sentences, clearly explain why you pick that particular stock. No point will be given if you didn't explain your answer.