23. In addition to the price if the stock and the exercise price of the call option, factors that the price of a call option are:

a. The time period of the call option

b. The risk free rate

c. Standard deviation of the company

d. all of the above

24. The standard deviation of stocks returns ABC corp is 40%. The standard deviation of the market return is 20%. If the correlation between ABC corp and the market is .70, what is the beta of ABC corp?

a. 2.8

b.14

c. 1.4

d. 5.6

25. The efficient portfolio line does not include which combination of risk and return:

a. High Risk, High Return

b. Low Risk, Low Return

c. High Risk, Low Return

d. Low Risk, High Return