6. Calculating a beta coefficient for a single stock. correiabion between stock A and the market is p AM =0.6, then the stock's beta is stock A's beta? No Yes , and the portfolio ss standard deviation is Suppose that the correlation between stocks A and B is P,in =3, instesd of zaro. Which of the following statements correctly cefiects the new date? The expected return to the portfollo is higher. The rek associated with the portfollo is the same as when the cocrelation is rero. Ch 03: Assignment-Risk and Return: Part II stock A's beta? No Yes Next, consider a two-esset portfolio consisting of stock A with wA =75W and an expected returm rA=5% and a standard deviation of A=496, and and the portfolio's itandard deviation is Suppose thet the correlatien between stocks A and 0 is pas =1, instesd of zero. Which of the following statements correctiy reflects the new dota? The expected return to the portfollo is higher. The risk associated with the portfolio is the same as when the correlation is zero. The risk associated with the portfolio is higher: The risk associated with the portiolio is lower