Question 8 1 pts Using the CAPM, we can calculate the expected return of an asset with some correlation to the market portfolio. For example, Nguyen Corporation has a beta of 1.5. The current market return is 8%, and the three-month T-Bill is 0.05%. What can we expect from Nguyen Corporation? O We can expect an approximate return of 10% We can expect an approximate return of 11% O We can expect an approximate return of 12% O We can expect an approximate return of 13% O We can expect an approximate return of 14%