Consider the single-index model

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Consider the single-index model. The alpha of a stock is 0%. The return on the market index is 16%. The risk-free rate of return is 5%. The stock earns a return that exceeds the risk-free rate by 11% and there are no firm-specific events affecting the stock performance. The ß of the stock is + + t A. +0.67. t B. +0.75.- C. +1.0.- D. +1.33. which single-index model is used? please give me detail in that formula E. +1.50. 11% = 0% + b(11%); b= 1.0.-