6. Which one of the following best describes the expected return of an asset with its beta of 0 ? A) Treasury bond yield B) 0\% C) Market risk premium D) Unknown 7. Following the distribution of stock returns, what is the expected return? A) 7% B) 8% C) 9% D) 10% 8. When the portfolio is constructed as follows, which one is correct for the expected return and the standard deviation (SD) of the portfolio? A) Return =16%,SD=22% B) Return =15%,SD=20% C) Return =16%,SD=21%