If Cherise observes that the risk$-$free rate $($Rf$)$ is $6\mathrm{.}0\%$ and the market return $($Rm$)$ is $17\mathrm{.}8\%$ then, according to the Capital Asset Pricing Model $($CAPM$),$ Cherise knows that for a stock with a beta of $1\mathrm{.}2,$ the required rate of return will be