CAPM Required Return A company has a beta of $\mathrm{.}97.$ If the market return is expected to be $10\mathrm{.}2$ percent and the risk$-$free rate is $3\mathrm{.}10$ percent, what is the company's required return?

Multiple Choice

$9\mathrm{.}89\%$

$9\mathrm{.}99\%$

$12\mathrm{.}99\%$

$13\mathrm{.}09\%$