B 12 Coraider the following information for stocks A, B, and the return on the three stocks we positively corrested, but they are not perfectly corrested (that each of the correlation coefficients is between 0 and 1) Stock Expected Return Standard deviation Beta 10.109 16 11.90 16 14 15 16 Fund Phes one-third of its funds invested in each of the three stook. The risk free rates and the market in eorum (That is required returnequaled retums) .. What is the market risk premium and your answer to one decimal place b. What is the data of Fund Pr Do not round intermediate cakulations. Round your awer to two decirmat shoes What is the required return of Fund P? Do not round intermediate calculacions. Round your answer to two decimal places d. What would you expect the standard deviation of Fund P to be? 1. Less than 16% II. Greater than 16% II. Equal to 16%