A stock has a beta of 1, the expected return on the market is 10 percent, and the risk-free rate is 6 percent. What must the expected return on this stock be? Multiple Choice O O 16% 10.4% 9.5% 10.5% 10% Consider the following information: State of Economy Boom Good Poor Bust Probability of State of Economy 11.43% 14.93% 8.03% 18.13% 25.43% .20 .50 25 .05 Rate of Return if State Occurs Stock A Stock B Stock C .32 .42 .17 13 -.04 -.07 -.12 -.17 .22 .11 -.05 -.09 Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? 0.0204 0.6204 (0.7796) 1.2204 2.3204 What is the standard deviation? 14.28% 16.48% 11.98% 10.98% 18.68%