it is corporate finance

Assume that expected market return is 14.8% and the volatility of the market return is 13%. A certain stock has a volatility of 40% and a correlation of 0.24 with the market. The risk-free rate is 2.7%. Use CAPM to determine the stock's expected return. O 11.05% 11.64% O 12.22% 12.80% 13.38%