1) A stock has a correlation with the market of .45. The standard deviation of the market is 25%, and the standard deviation of the stock is 35%. What is the stock's beta? 2) The variance of the return on the market portfolio is .04 and the expected return on the market portfolio is 20%. If the risk-free rate of return is 12%, what is the market degree of risk aversion? 3) Consider the CAPM. The risk-free rate is 5%, and the expected return on the market is 15%. What is the beta on a stock with an expected return of 17%