-What Is the Expected Return of Stock B?
A) 9

Multiple Choice

$\begin{array}{llcc} \text {Expected return on the market } &13\% \\ \text { Standard deviation of the market } &21\%\\ \text { Risk-free rate} &5.5\%\\\text { Correlation coefficient between }&\\\text { Stock A and the market } & 0.65 \\\text { Stock B and the market } & 0.28 \\\text { Standard deviation of Stock A } & 64 \% \\\text { Standard deviation of Stock B } & 53 \%\end{array}$


-What is the expected return of Stock B?

A) 9.24%
B) 9.87%
C) 10.83%
D) 10.24%
E) 11.23%