8 Suppose the standard deviation of the market return is 17%. 2.22 points a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.4? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 10%. What is its beta? (Round your answer to 2 decimal places.) d. A poorly diversified portfolio has a standard deviation of 17%. What can you say about its beta? eBook % Print a. Standard deviation b. Standard deviation c. Beta % References d