单选题 An analyst gathered the following information about stock A and the market index:

Estimated future rate of retum for stock A	16%
Covariance of stock Awith the market index	600.0
standard deviation of the market index	20.0
Risk-free rate of retum	5%
Yield of zero coupon Treasury bond	6%
Expected future rate of return for the market index	13%

Based only on the information above, the analyst's most appropriate conclusion is that the stock is: A. overvalued because the required rate of return for the stock is 15.5%. B. overvalued because the required rate of return for the stock is 17.0%. C. undervalued because the required rate of return for the stock is 15.5%.