Stock a Has an Expected Return of 15

Stock A has an expected return of 15.6 percent and a beta of 1.27.Stock B has an expected return of 11.4 percent and a beta of 0.89.Both stocks have the same reward-to-risk ratio.What is the risk-free rate?

A) 1.56 percent
B) 2.28 percent
C) 2.79 percent
D) 3.35 percent
E) 3.92 percent