Answer the last section please

Problem 11-37 Standard Devlation and Beta There ore two stocks in the market, Stock A and Stock B. The price of Stock A today is $67. The price of Stock A next year will be $56 if the economy is in a recession, $79 if the economy is normal, and $89 if the economy is exponding. The probobilities of recession, normal times, and expansion are 12 , 68 , and .20 , respectively. Stock A pays no dividends and has o correlation of .62 with the market portfolio. Stock B has an expected return of 17.3 percent, a standard deviation of 33.2 percent, a correlation with the market portfolio of 16 , and a correlation with Stock A of. 28 . The market portfolio has o standard deviation of 17.2 percent. Assume the CAPM holds. a-1. What is the return for eoch state of the economy for Stock A? (A negatlve answer should be Indicated by a minus sign. Do not round intermedlate calculations and enter your answers as a percent rounded to 2 decimal places, e.g.. 3216.) a- What is the expected return of Stock A ? (Do not round Intermedlate calculations 2 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a- What is the vorionce of Stock A ? (Do not round Intermedlate calculations and round 3. your answer to 4 decimal places, e.g., .1616.) a- What is the stondard deviation of Stock A? (Do not round Intermedlate calculations 4. and enter your answer as a percent rounded to 2 decimal places, e.g., 3216.) a. What is the bets of Stock A? (Do not round Intermedlate calculations and round 5. your answer to 3 decimal places, e.g., 32161.) a. What is the beto of Stock B? (Do not round Intermedlate calculations and round 6. your answer to 3 decimal places, e.g., 32161.) If you are a typical, risk-overse investor with o well-diversified portfolio, which stock would you prefer? Stock B Stock A b. What is the expected return of a portfolio consisting of 70 percent of Stock A and 30 1. percent of Stock B ? (Do not round Intermedlate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 3216.) b. What is the standard deviation of a portfolio consisting of 70 percent of Stock A and 230 percent of Stock B? (Do not round Intermedlate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.. 3216.) c. What is the beto of the portfolio in part (b)? (Do not round Intermedlate calculations and round your answer to 3 decimal places, e.g., 32161.)