According to the CAPM, which of the following is true for a stock with a beta of $1\mathrm{.}5?$

Group of answer choices

The correlation of the assets in the portfolio multiplied by their variances

The sum of the cells in its weighted variance$/$covariance matrix

The square root of the sum of the cells in its weighted variance$/$covariance matrix

A weighted average of the standard deviations of the assets in the portfolio

Group of answer choices

The correlation of the assets in the portfolio multiplied by their variances

The sum of the cells in its weighted variance$/$covariance matrix

The square root of the sum of the cells in its weighted variance$/$covariance matrix

A weighted average of the standard deviations of the assets in the portfolio