You are trying to value the stock of General Motors. Your research shows the stock has been 60% more volatile than the overall stock market. General Motors has a debt/equity ratio of 35%. The Treasury bill is currently yielding 3.5%. The average P/E ratio for other auto stocks is 15. The long-term return for the stock market is 10%. What is the required rate of return for this stock?

A) 13.9% B) 16.00% C) 15.00% D) 5.60% E) 18.56%