题目：Consider tow stocks, A and B. Assume their annual returns are jointly normally distributed, the marginal distribution of each stock has mean 2% and standard deviation 10%, and the correlation is 0.9. What is the expected annual return of stock A if the annual return of stock B is 3%?
a. 2%
b. 2.9%
c. 4.7%
d. 1.1%

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