I am wondering what the point of A, C, E is too - I ended up with six possible scenarios, but now I'm only supposed to compare three of them to decide which is best?

For the record can anyone confirm these, because I'm not totally sure I've done it correctly!

A:  beta = 1.7, er = 20%

B: beta = 2, er = 22%

C: beta = 1.25, er = 16%

D: beta = 1.1, er = 15.2%

E: beta = .2, er = 12%

F: beta = .5, er = 6%

So to do part G, I look at B - D - F (combinations of AB, AC, BC) and compare them to stocks C, B and A on their own - and see which ER is higher, given the beta?