Consider a world where the CAPM holds for all securities. The risk-free rate is 1%, and the standard deviation of the market portfolio is 16%. Microsoft has a correlation of 0.7 with the market portfolio, an expected return of 15%, and a standard deviation of 24%. What is the risk premia on Intel, if it has a CAPM beta of 0.8? Group of answer choices 10.67% 8.61% 11.67% 15.54% 13.33%