A stock has an required return of $13\mathrm{.}75$ percent, its beta is $1\mathrm{.}15,$ and the risk$-$free rate is $3\mathrm{.}25$ percent. The expected return on the market must be

$12\mathrm{.}38\%$

$11\mathrm{.}14\%$

$13\mathrm{.}06\%$

$13\mathrm{.}87\%$

$14\mathrm{.}61\%$