Answer questions 13 based upon the following i Asset A (not a portfolio) has a beta of 1.7. Asset B (not a porfolio) has a Q13. If the Capital Asset Pricing Model is correct then b. The standard deviation c. The required on asset A is equal to the required return on asset E information The required return on asset deviation of returns of asset B None of the above. A cannot be less than the required return on of returns of asset A cannot be less than the than the standaro d. Answer questions 14 based upon the following information: Asset D (not a portfolio) has an annual standard deviation of returns of 30% Asset E (not a portfolio) has an annual standard deviation of returns of 40%. Q 14. If the Capital Asset Pricing Model is correct then a. The required return on asset D cannot be greater than the required return on asset E. b. The beta of asset D cannot be greater than the beta of asset E. c. Both (a) and (b). d. Neither (a) nor (b). Answer questions 15 based upon the following information: Portfolio Q, a fully diversified portfolio with zero unique risk, has an annual standard deviati of returns of40%. Portfolio R, a fully diversified portfolio with zero unique risk has an annu standard deviation of returns of 20%. Q15. If the Capital Asset Pricing Model is correct then a. The required return on portfolio Q cannot be less than the required return on portfolio R. b. The beta of portfolio Q cannot be less than the beta of portfolio R c. Both (a) and (b). d. Neither (a) nor (b)