Assume that as a portfolio manager the beta of your portfolio is 1.1 and that your performance is exactly on target with the SML data under condition 1. If the true SML data is given by condition 2, how much does your performance differ from the true SML? (1) RFR = .07 Rm(proxy) = .15 (2) Rx = .06 R. (true) = 12 6.4 percent lower 4.9 percent lower 3.2 percent lower 6.4 percent higher 3.2 percent higher Under the following conditions, what are the expected returns for stocks Y and Z? 10 = 0.05 by1 = 0.75 k;=0.06 by.2 = 1.35 ke=0.05 bz1 = 1.5 b22=0.85 14.83 percent and 17.69 percent 15.35 percent and 19.25 percent 17.61 percent and 13.23 percent 16.25 percent and 18.25 percent 13.24 percent and 28.46 percent