Under a Single Index Model paradigm with the market portfolio being the single factor, calculate the expected return for a security with a beta of $0\mathrm{.}52$ and alpha of $-0\mathrm{.}2\%.$ Assume that the expected market excess return is $10\%,$ the risk$-$free rate is $1\mathrm{.}9\%,$ and the expected value of residuals is zero.

A$.5\mathrm{.}9\%$

B$.6\mathrm{.}9\%$

C$.8\mathrm{.}2\%$

D$.4\mathrm{.}0\%$