Question 18 4 pts We have the following probability distribution of returns for Cooper Co.: State of the Economy Probability Return Poor 0.25 6.00% Average 0.40 10.00% Good 0.35 14.00% The risk-free rate, Prt. is 3% and the required return on the market, Fm, is 10%. Cooper stock has a beta of 1.22 Cooper Co's expected return is and its required return is a. 9.70%; 8.75% b. 10.40%: 10.15% c. 10.40%: 11.54% d. 15.90%: 11.54%