14. The standard deviation of the returns on the shares of Heart and Soul plc is 0.534 and the correlation coefficient between the returns on its shares and the return on the market is 0.789. The average return on the market is 14 percent, with a variance of 0.145, and the risk- free rate is 6 percent. What is the cost of equity of the company? A) B) C) D) E) 14.85% 20.66% 21.54% 12.31% 17.05%