a, b, c

Suppose the standard deviation of the market return is 14% a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.1? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation C. A well-diversified portfolio has a standard deviation of 7%. What is its beta? (Round your answer to 2 decimal places.) Beta