QUESTION 20 The covariance between Stock X and the market is 0.60 and the variance of the market is 0.40. The risk-free rate is 3.25% and the expected market risk premium is 7.50%. What is the expected return of Stock X O A 7.75% OB. 9.63% OC 10.75% OD.13.4% O E 14.5%