8. You would like to create a portfolio that is equally invested in a risk-free asset and 3 stocks. One stock has a beta of 0.8. Anther stock has the same beta as the market. What does the beta of the third stock have to be if you want the portfolio to be equally as risky as the overall market? C8 A. 0.26 B. 1.87 C. 1.93 D. 2.19 E. 2.20 9. Goldfinch has a beta of 1.28 and an expected return of 18.7%. The market risk premium is 8.8%. What is the risk free-rate? C8 A. 8.08% B. 7.11% C. 6.38% D. 8.69% E. 7.44% 10. Bosco has an expected return of 17.2% and a variance of .064. The risk-free rate is 5.1%. What's Bosco's coefficient of variance? C8 A. 0.37 B. 1.61 C. 0.78 D. 1.47 E. 1.03