A stock A has an estimated market beta of 0.8. The sample standard deviation of the market portfolin is 25%. What is the siample sovariance hetween the stork A and the market portfolin? Question 2 (1pt) The standard deviation of the market portfolio is 10%. Which of the following stock has the lowest idiosyncratic risk? (A) Stock A with standard deviation =15% and market beta =1.2 (B) Stock B with standard deviation =12% and market beta =0.9 (C) Stock C with standard deviation =10% and market beta =0.8 (D) Stock D with standard deviation =20% and market beta =1.5 Question 3 (1pt) The table below shows regression results to estimate alphas and betas of four stocks 1. Which stock has the highest market risk? (0.5pt) 2. Which stock is significantly overpriced according to the CAPM? (0.5pt)