You are reviewing a five-year monthly return regression of returns for Jamesway Corp, a U.S.-based consumer product company, against the S&P 500. 0.8 ReturnJamesway = 0.25% + 0.80*ReturnS&P 500 (R2 25%). The U.S. treasury bond rate is currently 4.75%, the treasury bill rate today is 4.25% and the historical equity risk premium is 4.91%. C. Assume that the stock will continue to earn the annualized Jensen's alpha, computed from the regression, for next year. If the stock price today is $40 and there are no dividends paid, estimate the expected stock return and expected stock price a year from today. (The monthly risk-free rate during the regression period was 0.2%) O a. Expected return = 12.67%; Expected stock price = $45.068 O b. Expected return = 13.65%; Expected stock price = $45.46 O c. Expected return =11.23%; Expected stock price = $44.49 O d. Expected return = 10%; Expected stock price = $44 Give your reasons