Based on the information given in question $7,$ under the CAPM $\{\begin{array}{c}k=k_{rf}+\end{array}$ beta $\{$:${?}^{**}(E(k_m)-k_{rf})\},$ what is the rate of return on Chattanooga's shares given its systematic risk? The rate of return on Chattanooga's stock is percent. $($Round to two decimal places.$)$