You consider buying a share of stock at a price of $23. The stock is expected to pay a dividend of $1.37 next year, and your advisory service tells you that you can expect to sell the stock in 1 year for $26. The stock's beta is 0.5, rf is 11%, and E[rm] = 21%. What is the stock's abnormal return?

a) 3%

b) 5%

c) 6%

d) 0%