Arbor Systems and Gencore stocks both have a volatility of 49% Compute the volatility of a portfolio with 50% invested in each stock if the correlation between the stocks is (a) + 1.00. (b) 0.50, (C) 000, (d) -0.50 and (e) -1.00. In which of the cases is the volatility lower than that of the original stocks? - . reti in La If the correlation is +100 the volatility of the portfolio is 11% (Round to one decimal place.) t of Question 9, P 12-25 (bo... > HW Score: 0%, 0 of 20 points O Points: 0 of 2 The risk-free rate is 3% and you believe that the S&P 500's excess return will be 10% over the next year. If you invest in a stock with a beta of 1.2 (and a standard deviation of 30%), what is your best guess as to its expected excess return over the next year? The expected excess return over the next year is 11% (Round to two decimal places.) EJH has a beta of 1.4. OSH has a beta of 0.6, and KMS has a beta of 0.9. If you put 28% of your money in EJH, 24% in CSH and 48% in KMS, what is the beta of your portfolio? ME The beta of your portfolio is (Round to two decimal places.)