.19. Given the following information, find the security's beta and expected return: a) The risk-free rate is 1.72%. The market portfolio has its standard deviation as 15.92% and its expected return as 5%. The covariance of the security with the market is 0.04. b) The risk-free rate is 2%. The market portfolio has its standard deviation as 14% and its expected return as 11%. The security is uncorrelated with the market and has a standard deviation of 39.7%. c) The risk-free rate is 1.72%. The market portfolio has its standard deviation as 15.92% and its expected return as 5%. The covariance of the security with the market is -0.04