I know what the answer is but please show handwritten work and formula used.

The index model for stock B has been estimated with the following result: PB - rf = 0.01 + 1.1(IM - rf)+ eB If om=0.20 and R?B=0.50, the standard deviation of the return on stock B is = 0.1111 0.2111 0.3111 0.4111 none of the above