As always, I will give a thumbs up for the correct answer.

You are given the following available information related to the market portfolio, the risk-free asset, and two risky stocks, Stock 1, and Stock 2. Note all figures are represented as numbers (not percentages). Fill in the blanks below numbered (C) and (D). Covariance with the Beta Expected return Variance market Market Portfolio (A) 0.0225 0.0225 Risk free rate 0.02 Stock 1 (C) 0.22 0.25 0.045 Stock 2 0.5 (B) 0.09 (D) (C) = 0.18; (D) = 0.0450 None of the available answer choices (C) = 2.0; (D) = 0.0113 (C) = 1.20; (D) = 0.150