The Current Market Interest Rate Is 10

The current market interest rate is 10%. Ignore any inflationary concerns. Rebecca says that her discount factor (delta) is determined by this market interest rate. However, she also states that she is willing to accept $1000 today or $1200 a year from today. This implies that Rebecca is asking for an effective interest rate of _____; her delta is approximately ______ and therefore her beta is approximately __________.

A) 20%; 0.909; 0.967.
B) 20%; 0.909; 1.
C) 20%; 0.967; 0.909.
D) 20%; 0.833; 0.909