The average daily return of IBM is $0\mathrm{.}05\%.$ The montly return standard deviation of IBM is $5\%.$ What is the annualized return of IBM? What is the annualized volatility of IBM?

a$.$The annualized return is $18\mathrm{.}25\%$ and the annualized standard deviation is $60\%$

b$.$ The annualized return is $12\mathrm{.}6\%$ and the annualized standard deviation is $60\%$

c$.$ The annualized return is $18\mathrm{.}25\%$ and the annualized standard deviation is $17\mathrm{.}32\%$

d$.$ The annualized return is $12\mathrm{.}6\%$ and the annualized standard deviation is $17\mathrm{.}32\%$