You are given the following information:

Stock A has a beta of 0.95, a standard deviation of 52% and an expected return of 11.575%.

Stock B has a beta of 1.00, a standard deviation of 32% and an expected return of 12%.

Stock C has a beta of 1.15 and a standard deviation of 47%.

Stock D has a beta of 1.25, a standard deviation of 37% and an expected return of 14.125%.

What is the expected return of C?