QUESTION 16 You consider investing in the stock of a new tech company. The risk free rate is 1%. The expected return on the market is 7% with a volatility of 20%. The volatility of the tech stock is 40% and its correlation with the market is 0.1. What's it's expected return according to CAPM? A. 1.8% OB.1% OC.2.2% O D.2%