XYZ has a standard deviation of 0:32. The market has an expected return of 0.1 and standard deviation of 02. The correlation between XYZ and the market is 0.3. 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% OB 10.8% OC.638% O 0.7 20% E4%