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Suppose the return on the market portfolio is 12.80% and the risk-free rate is 5.30%. If the standard deviation of the market portfolio is 16.00%,

Suppose the return on the market portfolio is 12.80% and the risk-free rate is 5.30%. If the standard deviation of the market portfolio is 16.00%, what is the standard deviation of a stock with an expected return of 13.70%? Assume the stock and the market portfolio are perfectly positively correlated. a. 11.98% b. 10.50% c. 16.29% d. 17.92% e. 29.23%

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