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The expected market return is 9%. The risk-free rate, 1.5%. Your risky asset XYZ has a...

The expected market return is 9%. The risk-free rate, 1.5%. Your risky asset XYZ has a beta of 0.85 and an expected return of 10.50%. According to the CAPM model,

Select one:

a. Your asset XYZ is perfectly priced in the market.

b. Your asset XYZ is underpriced in the market.

c. No answer

d. Your asset XYZ is overpriced in the market.

e. There is not enough data to answer.

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