Currently, the Risk-Free Rate Is 3

Currently, the risk-free rate is 3.2 percent.Stock A has an expected return of 11.4 percent and a beta of 1.11.Stock B has an expected return of 13.7 percent.The stocks have equal reward-to-risk ratios.What is the beta of Stock B?

A) 1.27
B) 1.33
C) 1.36
D) 1.08
E) 1.42