A stock has a correlation with the market of 0.65. The standard deviation of the market is 25%, and the standard deviation of the stock is 45%. What is the stock's beta? 1.25 0.85 1.17 1.45 Portfolio A has an expected return of 18% and a standard deviation of 52%. Portfolio B has an expected return of 12% and a standard deviation of 23%. The risk-free rate is 5%. A risk-averse investor will prefer The answer cannot be determined from the data given, the risk-free asset O portfolio B O portfolio A An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 23% and a standard deviation of return of 45%. Stock B has an expected return of 14% and a standard deviation of return of 25%. The correlation coefficient between the returns of A and B is 0.55. The risk-free rate of return is 4%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately 35.9% 65.2% 48.7% 59.4%