Stock a Has a Standard Deviation of 20% and a Correlation

Multiple Choice

Stock A has a standard deviation of 20% and a correlation coefficient of 0.64 with market returns.The expected return of the market is 12% with a standard deviation of 15%.The risk-free rate is 5%.What is the required rate of return of Stock A?

A) 8.58%
B) 10.95%
C) 12.47%
D) 15.20%