4) Suppose that an investor holds a stock which has a rate of return based on a single-factor model. The model equation can be presented as: r = E(r) + BF +e, where F is the unanticipated growth in GDP. The market consensus about the GDP growth rate is 4%. The investor currently expects to earn a 9.4% return. The stock's B value is 1.2. The next day you learn that new macroeconomic information suggests that GDP growth will be 5%, which is higher than the market consensus. What will be the revised approximate estimate of the stock's expected rate of return? a) 9% b) 10% c) 11% d) 12% e) 13% 1) Other, specify