98) What is the standard deviation of the returns on a portfolio that is invested in Stocks A. B, and C? Twenty percent of the portfolio is invested in Stock A and 35 percent is invested in Stock C. , 98) State of Economy Probability of State of Economy Rate of Return if State Occurs Stock A Stock B Boom Normal Recession Stock C 04 .81 .15 .09 ,06 .09 08 -.24 .08 023 A) 5.65 percent B) 6.31 percent C) 6.49 percent D) 7.72 percent E) 7.38 percent 99) Your portfolio is comprised of 36 percent of Stock X, 18 percent of Stock Y, and 46 99) percent of Stock Z. Stock X has a beta of 1.19, Stock Y has a beta of .87, and Stock Z has a beta of 1.26. What is the beta of your portfolio? E) 1.16 D) 1.18 C) 1.13 B) 1.09 100) Your portfolio has a beta of 1.28. The portfolio consists of 35 percent U.S. Treasury 100) bills, 31 percent Stock A, and 34 percent Stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of Stock B? A) 1.52 E) 2.85 D) 2.04 C) 1.84 B) 1.47