$($Using the CAPM to find expected$$ returns$)$ Sante Capital operates two mutual funds headquartered in$$ Houston, Texas. The firm is evaluating the stock of four different firms for possible inclusion in its fund holdings. As part of their$$ analysis, Sante's managers have asked their junior analyst to estimate the$$ investor$-$required rate of return on each$$ firm's shares using the CAPM and the following$$ estimates: The rate of interest on$$ short$-$term U$.$S$.$ Treasury securities is currently $2$percent$,$ and the expected return for the market portfolio is $8$ percent. What should be the expected rates of return for each$$ investment?

Security

Beta

A

$1\mathrm{.}66$

B

$0\mathrm{.}75$

C

$1\mathrm{.}29$

D

$0\mathrm{.}97$