Question 9 10 pts Assume stock S has an expected return of 10% and a standard deviation of 30%. The expected return and standard deviation of the market are 8% and 15%, respectively. The covariance of stock S and market is 4%. The risk-free rate is 2%. What is the systematic risk for stock S? 0 5.23% O 7.11% 9%.23 2.14%