You are analyzing potential investments for a client. Stock A has an expected return of 10.0% and its covariance with the market portfolio is 0.0053. Stock B has a return variance of 0.0921 and a correlation with the market portfolio of 0.34. Stock C has a beta of 0.7 and expected return of 5.6%. Long term investment-grade corporate bonds currently yield 4.4%, 10 year government bonds yield 1.8%, and inflation stands at 3.2%. What is the expected return of Stock B?

Question 13 options:

	The expected return is 11.26%.
	The expected return is 18.31%.
	The expected return is 13.34%.
	The expected return is 14.30%.