4s A stocks beta is estimated to be 1.3. The sk tree rate in 6 porear, avi the market retum is expeoted to Ibe 9 percent. Wiat is the expocted retarn on the stock based on the CAPM b 11.7 percent 463. if the returns of two stocks are perfectly correlated, then a. their betas should each equal 1.0 b. The sum of their betas should equal 1.0. e their correlation coefficient should equal 1.0 d. their portfolio standard deviation should equal 1.0. 47. The beta of a stock portfolio is equal to a weighted average of the a. betas of stocks in the portfolio. b. betas of stocks in the portfolio, plus their correlation coefficients c standard deviations of stocks in the portfolio. d. correlation coefficients between stocks in the portfolio. 48. Value at risk estimates thea particular investment for a specified confidence level. a. Beta of b. Risk-free rate of c. largest expected loss to d. standard deviation of