4 Here are some historical data on the risk characteristics of Dell: (14) Beta Yearly SD 1.3 30.9 Assume the standard deviation of the return on the market was 20% and the rate on 180- days treasury bills is 5%. (1) What is the approximate standard deviation of a portfolio composed of 100 different stocks with betas of 1.3 like Dell? () What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (iii) A well-diversified portfolio has a standard deviation of 15%. What is its beta? (iv) A poorly diversified portfolio has a standard deviation of 20%. What can you say about its beta? (14)