单选题
An analyst does research about asset beta and gathers the following information about a company: ·Market value of equity is $900000 ·Book value of equity is $1100000 ·Market value of debt is $1000000 ·Book value of debt is $950000 ·Equity beta is 2.3 ·Marginal tax rate is 40% Assuming the company's debt has no market risk, the company's asset beta is closest to: A. 1.36 B. 1.38 C. 1.49