Assume the following data: a risk$-$free rate $(r_f)=4\%$; market risk $(r_M)=10\%$; and a stock beta $(b)=1\mathrm{.}5,$ using CAPM derives a required return on the stock $(r_s)$ equal to

a$.8\mathrm{.}4\%$

b$.19\mathrm{.}4\%,$

c$.12\mathrm{.}3\%$

d$.13\%$

e$.13\mathrm{.}2\%$