17, Asset A has a reward to risk ratio of .075 and a beta of 1.5, The risk-free rate is 5%. What is the expected returm on A? A) B) C) D) 11.25% 12.25% 13.50% 14.25% 16.25% Use the following information to answer question 18-21. Probability 0.3 0.6 0.1 Return on B State Boom Normal Bust Return on A -2% 12% 8% 4% 6% 18. What is the expected return on asset A? A) B) C) D) 1.2% 4.0% 8.0% 8.8% 9.3% E) What is the standard deviation of return for asset B? A) B) 19. 1.3% 1.9% 2.5% 2.4% C) D) E) 6.4% What is the expected return on a portfolio that is 60% invested in A, and 40% invested in B? A) B) C) D) E) 20. 2.2% 4.4% 5.8% 8.8% 9.9% What is the standard deviation ofa portfolio that is 60% invested in A, and 40% invested in B? 0.5% 21. A) 0.9% B) 1.5% C) D) 6.4% 2.3% E)