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The estimated standard deviation of Mars Gold Extraction (ME)'s stock return is 0.7, the estimated standard deviation of S&P 500 index is 0.5, and the
The estimated standard deviation of Mars Gold Extraction (ME)'s stock return is 0.7, the estimated standard deviation of S&P 500 index is 0.5, and the correlation between the ME's stock and the S&P 500 is -0.2. If the market risk premium is 6%, the risk-free rate is 2%, what is the company's expected stock return? O A. 9.35% OB. 0.32% O C. 0.6% OD. 4.62% O E. 5.21% O F. 6.90%
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