18% retum, 17% probabilityofastiing economy, 142% return. A)368% B)123% C)8.47% D) 6,00% 4) The market (ystematic) risk associated with an individual sock is most closly identified with the A) variance of the retums of the stock B) variance of the returns of the market C) beta of the stock A stock with a beta of 1.0 would earn the risk-free rate True 5) Retum 14% 22% 18% Risk 12% 20% 16% A C A) Investment A B) Investment B C) Investment B D) Cannot be determined 7) If you hold a portfolio made up of the following stocks Investment ValueBeta 1.5 1.2 0.8 Stock A $2,000 Stock B $5,000 Stock C$3,000 What is the beta of the poetfolio? A) 1.17 B) 1.14 C) 1.32 D) Can't be determined from information given 8) Even though an investor expects a positive rate of return, it is possible that the actual return will be negative. True False