Answer the questions unanswered and if my answers in the previous questions are wrong you can let me know that too and provide working as well for others who may need this.

Suppose that the standard deviation of returns for a single stock A is A=25%, and the standard deviation of the market return is M=15%. If the correlation between stock A and the market is AM=0.6, then the stock's beta is Is it reasonable to expect that the volatility of the market portfolio's future expected returns will be greater than the volatily No Yes Next, consider a two-asset portfolio consisting of stock A with wA=10% and an expected return rA=8% and a standard deviation of A=10%, and stock B with rB=11% and B=4%. Assuming that the correlation between stocks A and B is AB=0.75, the expected return to the portfolio is , and the portfolio's standard deviation is Suppose that the correlation between stocks A and B is AB=1, instead of AB=0.75. Which of the following statements correctly reflects the new data? The risk associated with the portfolio is lower. The risk associated with the portfolio is higher. The risk associated with the portfolio is the same as when the correlation is AB=0.75. The expected return to the portfolio is higher