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you find for the is A. S61.17 B. S7544 C. s78.49 D. S33.70 E. 569.21 call them Stock 1 and Stock 2, have the expected annual return E(r) and Two stocks, standard deviation ion (o) values shown in % below. E(r) 10% 20% Stock 1 30% 70% Stock 2 Assume that the correlation coefficient between the returns on the stocks is -1 (15) You create the minimum variance (and minimum standard deviation) portfolio of these two stocks. This portfolio will have an expected return, E(r), of A.15% B.30% C.17% D.50% E.13% F.0% You are a portfolio manager and have instructed your assistant to use the last 60 months of return data (in % per month) to calculate the monthly "excess return" above the risk- free rate, R, for Stock A (RA). Stock B (RB), Stock C (Rc), Stock D (RD), and the marke index (RM), and estimate the single index model for each stock. Your assistant provides the following summary of the results: RA-0.4+2.OR R-squared 0.50 Rs =-0.3 + 1.0RM R-squared -0.60 Rc 0.5+0.5R R-squared = 0.16 RD-0.6+0.4RM R-squared = 0.25 (16) The stock with the largest beta() coefficient is-. A. Stock A B. Stock B C. Stock C D. Stock D (17) One stock's return (R) has a correlation coefficient (p) of 0.5 with the stock inde return (RM). This is A. Stock A B. Stock BC. Stock C D. StockD