Question: Consider the single-factor APT. Stocks A and B have expected returns of 17% and 22%, respectively. The risk-free rate of return is 2%. Stock B

Consider the single-factor APT. Stocks A and B have expected returns of 17% and 22%, respectively. The risk-free rate of return is 2%. Stock B has a beta of 1.1. If arbitrage opportunities are ruled out, stock A has a beta of O a None of the given choices is correct Ob 1.00 OC 0.935 Od 1.045. Oe. 0.825

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