Suppose that Company ABC has a beta of $\mathrm{.}92.$ The expected return on the market is $13\%$ and the market risk premium is $10\mathrm{.}2\%.$ According to the CAPM, the expected return for ABC is $\_\_\_\_\_\_\_\_\_\_\_\_.$

$11\mathrm{.}19\%$

$12\mathrm{.}18\%$

$13\mathrm{.}44\%$

$14\mathrm{.}76\%$

$16\mathrm{.}54\%$