Use the information in the table below, about the shares of BMO, to answer the next question: Asset Expected Standard Return Deviation Correlations Market BMO 1.00 ?? BMO Risk-Free Rate Market Risk-Free Rate 0.00 1.00 15% 0.0% 25% 5% 15% 0.70 0.00 1.00 44. What is the expected return on BMO stock according to the CAPM? a) 5.0% b) 9.2% c) 12.0% d) 15.0% e) 16.7%