019 and 20: Stocks A and B have the following returns sine they went public 4 years ago Year Stock A's retur Stock B's retum 8.20% 15.00 2 -4.72 3.15 21.65 33.19 24.32 -8.94 19. Calculate the standard deviation of Stock B. A. 13.49% B 15.54% C. 17.95% D. 18.49% 20. Provided a shareholder owns 40% of stock A and 60% of stock B and the correlation co- efficient between the two is 0.4, what is the standard deviation of the portfolio? A. 10.44% B. 12.65% C. 13.82% D. 14.05% 21. If the market required rate of return is 9% and the risk-free rate is 3%. Jim Grogan owns the following three stocks: Stock Investment Beta $30,000 1.25 $60,000 0.88 $90,000 1.65 What is his required rate of return of this portfolio? A. 8.39% B. 9.26% C. 10.96% D. 14.94% 22. Stock X has a Beta of 0.5 and Stock Y has a beta of 1.8. What is the beta of a $5,000 portfolio that has $4,000 invested in stock X and the remainder invested in stock Y? A. 0.55 B. 0.62 C. 0.71 D. 0.76