Can someone please show me how to do this question? I have the answer key so I know that the answer is D, I want to see how to get to that answer. Thank you for your help.

18. (10 points) The market expected return is 10.5% and the risk-free rate is 1.5%. Microsoft has a correlation with the market of 0.1 and a variance of 0.01. The market's standard deviation is 9%. What is Microsoft's expected return? A. 10% B. 5.5% C. 6.5% D. 2.5% E. 4%