You observe the following information: The variance of the market portfolio's return is $0\mathrm{.}36$; the CAPM beta for stock ABC is $1\mathrm{.}25$; the return correlation between stock ABC and the market is $0\mathrm{.}8889.$ Compute the return variance of the stock ABC. Pick the closest number.

Group of answer choices

$0\mathrm{.}4267$

$0\mathrm{.}8437$

$0\mathrm{.}7119$

$1\mathrm{.}7802$

$0\mathrm{.}1821$

None of the above.