Question: can you please explain how to do it it is corporate finance A certain stock has a risk premium of 21.9%, a Sharpe ratio of

can you please explain how to do it it is corporate finance

A certain stock has a risk premium of 21.9%, a Sharpe ratio of 0.71, a correlation of 0.55 with the market, and a beta of 1.12. The risk free rate of interest is 2.8%. Assuming that CAPM holds, find the volatility of the market portfolio. O 15.83% O 17.19% 17.87% 15.15% O 16.51%

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