The expected return on the market is 12%, with a standard deviation of 20%. The risk-free rate is 4%. Fidelity Fund has a Standard deviation of 25% RFR - 4% ER) = 12% n=20% 0 - 25% What is the market price of risk? (i.c., if an investor is willing increase the standard deviation of his portfolio by one percentage point, how much will his expected retum increase) a) 1.05% b) .8% c) .4% d) 1.33%