Need help, I can't figure this out. I already posted the question once on here. Any help is appreciated. Thank you!

The stock market data given by the following table. The above table provides the correlations among Telmex, a telephone/communication company located in Mexico, the Mexico stock market index, and the world market index, together with the standard deviations (SD) of returns and the expected returns ( R ). The risk-free rate is 8%. Suppose the Mexican stock market is segmented from the rest of the world. Using the CAPM paradigm, estimate the equity cost of capital of Telmex. (Enter your answer as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct