Question 9 (2 points) You are analyzing potential investments for a client. Stock A has an expected return of 12.0% and its covariance with the market portfolio is 0.0072. Stock B has a return variance of 0.0972 and a correlation with the market portfolio of 0.29. Stock C has a beta of 1.2 and expected return of 6.7%. Long term investment-grade corporate bonds currently yield 4.6%, 10 year government bonds yield 2.7%, and inflation stands at 2.7%. What is the expected return of Stock B? The expected return is 8.63%. The expected return is 11.90%. The expected return is 9.34%. The expected return is 7.47%