The correlation between Betablocker's stock (BTB) and the market is 0.5. We know that the risk-free rate is 5%, and the volatility of BRT and the Market are 10% and 20%, respectively. If the market's expected return is 13%, then BTB's expected return E(BTB) will be: a. 8.5% O b. 7.0% O c. 12.0% d. 9.0%