Consider an economy where the sources of (systematic) risk are aluminum commodity prices and changes in GDP. The risk premium for exposure to aluminum commodity prices is 4%, and the firm has a beta relative to aluminum commodity prices of 5. The risk premium for exposure to GDP changes is 6%, and the firm has a beta relative to GDP of 1.2. If the risk-free rate is 5%, what is the expected return on this stock?

1) 13.6%

2) 11.5%

3) 10%

4) 14.2%