A. The standard deviation of a stock's annual returns is 38.6%. The standard deviation of market returns is 24.9%. If the correlation between the returns of the stock and the market is 0.3, what is this stock's beta? Round to two decimal places.

B. What is the CAPM expected return of a portfolio with 33% invested in the market portfolio, 26% invested in risk-free assets, and the rest invested in a stock with a beta of 1.9? The risk free rate is 0.9% and the expected market risk premium is 5.2%. Answer in percent, rounded to two decimal places.

C. A mutual fund earned an average annual return of 6.0% over the last 5 years. During that time, the average risk-free rate was 1.1% and the average market return was 7.6%. If the fund has beta of 0.79, what was its annual alpha? Answer in percent, rounded to two decimal places. (e.g., 4.32% = 4.32).

D. A company has a beta of 0.9, pre-tax cost of debt of 6.6% and an effective corporate tax rate of 22%. 54% of its capital structure is debt and the rest is equity. The current risk-free rate is 0.5% and the expected market risk premium is 6.2%. What is this company's weighted average cost of capital? Answer in percent, rounded to two decimal places.

E. If the risk-free rate is 0.7% and the expected market return is 7.7%, what is the WACC of the company with the following characteristics? Answer in percent, rounded to two decimal places. Market value of debt: $371 million Market price of each share: $23 Number of shares outstanding: 57 million Tax rate: 20.1% The average yield on current debt (pre-tax cost of debt): 3.9% Beta: 1.3