If the expected return on the market is 12%, the riskless rate is 4%, the standard deviation of market returns is 25%, the standard deviation of the stock's returns is 35% and the correlation coefficient of returns between the market and the stock is 0.8, what is the expected return for this stock? Select one: a. 14.32% b. 11.50% c. 12.96% d. None of the above. e. 6.72%