Suppose that we have identified two important systematic risk factors: the growth rate of gross domestic product, GDP, and the 30-year bond interest rate, BR Mega Slum Lords, Inc. has a beta of 0.8 on GDP growth and 1.2 on BR Mega Slum Lords has an expected stock return of 12%. GDP growth is expected to be 4.5% and BR 11% If gross domestic product grows by 5% and the 30-year bond rate turns out to be 8%, and no unexpected news specifically concerning Mega Slum Lords occurs, within the Arbitrage Pricing Theory framework, what is your best guess for the rate of return on the stock? OA) 6.80% B) 8.80% OC) 18.29% OD) 4.95%