Stock X and the "market" have had the following rates of returns over the past four years. 58% of your portfolio is invested in Stock X and the remaining 42% is invested in Stock Y.The risk-free rate is 7.68% and the market risk premium is also 7.68%.You estimate that 15.97% is the required rate of return on your portfolio.What is the beta of Stock Y?
A) 1.06
B) 1.12
C) 1.22
D) 1.11
E) 0.86