Suppose you invest in a stock with a beta $=0\mathrm{.}22.$ If the expected return on the market is $8\mathrm{.}2\%$ and the risk$-$free rate is $1\mathrm{.}5\%,$ what is the expected return of your stock?

$2\mathrm{.}97\%$

$6\mathrm{.}97\%$

$8\mathrm{.}97\%$

$4\mathrm{.}97\%$