Nielson Motors $($NM$)$ has no debt. Its assets will be worth $$600$ million in one year if the economy is strong, but only $$300$ million if the economy is weak. Both events are equally likely. The market value today of Nielson's assets is $$400$ million.Suppose the risk$-$free interest rate is $4\%.$ If Nielson borrows $$150$ million today at this rate and uses the proceeds to pay an immediate cash dividend, then according to MM$,$ the expected return of Nielson's stock just after the dividend is paid would be closest to:Group of answer choices$-12\mathrm{.}5\%.-17\mathrm{.}5\%\mathrm{.}17\mathrm{.}6\%\mathrm{.}12\mathrm{.}5\%.$