An ordinary share of Crown Ltd is currently traded at $10. The next dividend that investors will receive is $0.20 per share, growing subsequently at a rate of 5% p.a. compounded annually. If the stock has a beta of 2 and the risk-free rate is currently 0.25%, what is the return on the market expected by investors?

7.250%

1.125%

None of the options

5.750%

3.125%