Answer questions 15, 16, 17, and 18 based Assume the CAPM is true. Further assure the riskirate is 5% de expected t market portfolio is 12% and the standard deviation of market returns is 30% on the following information Q15. If a project with a bea of 13 offers an expected retum of 145% then the project o the a. b. Has positive net present value and you should event. Has a negative nct present value wod you should not invest in it. Has a zero net present value and you should invest in it Has a zero nct present value and you should not invest in it c. 10. E investors require closest to of 11 bonecos kthen Cox's stocks a. b. c. 0.86. 1.00 1.86. 2.57 Q 17. A large, diversified portfolio with almost no unique risk, has a beta of 1.5. The standard deviation of portfolio returns is closest to 10% 20% 30% 45% Q 18. A project has a beta of 1 and standard deviation of returns equal to 40%. If this project offers an expected return of 12.5% then the project b. Has a zero net present value and you should invest in it Has a zero net present value and you should not invest in it. Has a negative net present value and you should not invest in it. Has a positive nct present value and you should invest in it