6. Calculating a beta coeffident for a single stock Suppose that the standard deviation or returns for a single stock Ais A - 40%, and the standard deviation of the market return is om - 20%. If the correlation between stock A and the market is par -0.7, then the stock's beta is 2.00 Is it reasonable to expect that the beta value estimated via the regression of stock A's returns against the market returns will equal the true value of stock As beta Yes No Next, consider a two-asset portfolio consisting of stock A with wa - 10% and an expected return A = 8% and a standard deviation of ox - 10%, and stock B with 1 - 11% and ox - 4%. Assuming that the correlation between stocks A and B S PAR -0.75, the expected return to the portfolio is and the portfollo's standard deviation is Suppose that the correlation between stocks A and B is pu-, instead of pur 0.75. Which of the following statements correctly reflects the new data? The expected return to the portfolio is lower The risk associated with the portfolio is the same as when the correlation is p = 0.75. The risk associated with the portfolio is lower, The expected return to the portfolio is higher