Beta The standard deviation of stock returns for Stock A is 40 %. The standard deviation of the market return is 20%. If the correlation between Stock A and the market is 0.70, then what is Stock A's beta? APT An analyst has modeled the stock of Crisp Trucking using a two-factor APT model. The risk-free rate is 6%, the expected return on the first factor (r_1) is 12%, and the expected return on the second factor (r_2) is 8%. If b_i1 = 0.7 and b_i2 = 0.9, what is Crisp's required return? Fama-French Three-Factor Model An analyst has modeled the stock of a company using the Fama-French three-factor model. The risk-free rate is 5%, the required market return is 10%, the risk premium for small stocks (r_SMB) is 3.2%, and the risk premium for value stocks (r_HML) is 4.8%. If a_i = 0, b_i = 1 c_i = -0.4, and d_i = 1.3, what is the stock's required return