Assume the correlation between the returns of security C and security D is 1. What is the standard deviation of returns for a portfolio of 30% of asset C and 70% of asset D ? (round to 2 decimal places). Your Answer: Consider a portfolio that contains security C and the risk-free asset. The portfolio weight for the risk-free security is 80%. What is the portfolio weight for security C (Answer in percentages to 2 decimal places. e.g. "10.23"? What is the beta of security B according to CAPM (round to 2 decimal places). Your