XYZ has a standard deviation of 0.32. The market has an expected return of 0.1 and standard deviation of 0 2. The correlation between XYZ and the market is 03. The risk-free rate is 0.06. According to the capital asset pricing model (CAPM), the expected rate of return on security XYZ is equal to O A 7.92% O 8. 10.8% O c. 6.38% OD.7.20% O E.4%