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In the equilibrium of the CAPM world, suppose that the average investors are ris averse with a risk aversion parameter of 6.82. A market risk premium should be awarded to them at equilibrium to encourage them to participate in the market. What is the expected market return? Assume that the risk-free rate is 0.34% and that the standard deviation of the market portfolio is 22.13%. A. 0.7181 B. 0.3340 C. 0.3374 D. 0.1781 E. 0.1452 F. 0.1787 G. 0.1368 H. 0.0968