The beta of individual Stock XX is $0\mathrm{.}8.$ The market risk premium is $9\%,$ and the market

return standard deviation is $7\%.$ The risk$-$free asset return is $3\%.$ If the return from Stock

XX can be calculated using the CAPM, the stock return standard deviation must be:

a$)$ greater than $5\mathrm{.}6\%$

b$)$ equal to $5\mathrm{.}6\%$

c$)$ less than $5\mathrm{.}6\%$

d$)$ greater than $7\mathrm{.}2\%$

e$)$ equal to $7\mathrm{.}2\%$

f$)$ equal to $8\mathrm{.}6\%$

g$)$ greater than $14\mathrm{.}2\%$

h$)$ equal to $14\mathrm{.}2\%$

i$)$ none of the above.