1)[1 point] You want to find the expected return of a stock.The stock had returns of 5 percent, -20 percent, -4 percent, 14 percent, and 30 percent over the past five years.During this time period, the stock had a correlation coefficient with its industry of 0.80 and a correlation coefficient with the market of 0.78.The standard deviation of the industry was 22%, and the standard deviation of the market was 15%.The risk-free rate is 3.50% and the market risk premium is 6.50%.What is the expected return of the stock?

A)4.69%B)9.85%C)10.94%