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a. Estimate beta for each of the following securities assuming that the standard deviation of returns for the market portfolio (m) is 8.0 percent. Round

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a. Estimate beta for each of the following securities assuming that the standard deviation of returns for the market portfolio (m) is 8.0 percent. Round your answers to two decimal places. Security Expected return P 15% Q 17 Standard deviation 12% Correlation coefficient Between Returns for the Security and Market Portfolio 0.80 20 0.20 R 11 15 0.40 Beta of security P: Beta of security Q: Beta of security R: b. Based on the Capital Asset Pricing Model, with a risk-free rate (1) of 10 percent and a market risk premium (m ff) of 8.2 percent, which of the securities, P, Q, or R (if any) appear to be attractive investments? Round your answers to two decimal places. Required return of security P: % Required return of security Q: % Required return of security R: % -Select- appears to be attractive investment at this time

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