13. Asset A has an expected retum of 12% and a beta of 1.05. The risk-free rate is 4%. What is the market risk premium? A) 7.6% B) 8.2% C) 9.6% D) 10.2% E) 11.6% Using following information to answer Ouestions 14-16. Given the following historical retums, Year 1 = 20% Year 2--12% Year 3 -16% Year 4 = 3% Year 5 = -15% 14. What is the arithmetic average return? A) 3.54% B) 3.10% 2.85% D) 2.40% E) 1.92% C) 15. What is the standard deviation? A) 11.89% B) 12.48% C) 14.18% D)) 15.85% 16.87% E) 16 16. What is the Geometric average return? A) 1.89% B) 1.28% 1.41% 1.85% 1.68%