Brodkey Shoes has a beta of 1.10, the T-bond rate is 5.5%. The annual return on the stock market during the past 3 years was 15.00%, but investors expect the annual future stock market return to be 14.00%. Based on the SML, what is the firm's required return?
a. 13.51%
b. 13.86%
c. 14.21%
d. 14.85%
e. 14.95%