In calculating the required return from the CAPM, an analyst finds that an investor would earn $0\mathrm{.}65$ percent from holding a threemonth T$-$bill to maturity. Using this data, the risk$-$free rate in the CAPM should be

$0\mathrm{.}7500$ percent.

$2\mathrm{.}6124$ percent.

$2\mathrm{.}6000$ percent.

$2\mathrm{.}6255$ percent.