17. Problem 3-03 (Two-Asset Portfolio) eBook Problem Walk-Through Two-Asset Portfolio. Stock A has an expected return of 12% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 35% in Stock A and 65% in Stock 8? Do not round intermediate calculations. Round your answer to two decimal places. What is the standard deviation of a portfolio invested 35% in Stock A and 65% in Stock 87 Do not round intermediate calculations. Round your answer to two decimal places ols 20. Problem 2-03 (Required Rates of Return) eBook Required Rates of Return Suppose that the risk-free rate is 6% and that the market risk premium is 6%. 1. What is the required return on the market? Round your answer to two decimal places. % 2. What is the required return on a stock with a beta of 1.2? Round your answer to two decimal places. % 3. What is the required return on a stock with a beta of 1.3? Round your answer to two decimal places.. % 21. Problem 2-07 (Required Rate of Return) eBook Required Rate of Return Suppose nur 5%, TM 12%, and rA 16%. a. Calculate Stock A's beta. Do not round intermediate calculations. Round your answer to two decimal places. b. If Stock A's beta were 1.2, then what would be A's new required rate of return? Do not round intermediate calculations. Round your answer to %