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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

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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 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? A. 9.35% B. 0.32% C. 0.6% D. 4.62% E. 5.21% F. 6.90%

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