Consider the following information about Stock A and the market. Stock A expected return The risk-free rate Standard Idiosyncratic deviation standard of stock A deviation of return stock A return 35% 19% Standard deviation of market return 9% 1% 30% Assume that the CAPM holds. What is the value of the market equity premium? Stock A a) 8.33% b) 8.16% c) 9.19% 9% 1%+ Cover.mx d) 9.38% Var (rm) e) 15.0% Elra) = rf + B (tm- rf)