5 pong Nsta fraga You have been tracking the return of your favorite stock and you have concluded that its correlation with the return of the market portfollo is equal to -0.5 and its standard deviation is equal to 27%. Your estimates also indicate that the standard deviation of the return of the market portfolio is equal to 22% and that its risk premium amounts to 12%. If you decide to make a full Investment in such stock and the risk-free rate is equal to 0%, what will your expected retum per year be according to CAPM? (Answers rounded To two decimal digits) O a) None of the other answers is correct Ob) 0.00% Oc) 7.36%