Calculating a beta coefficient for a single stock

Suppose that the standard deviation of returns for a single stock $A$ is ${}_A=30\%,$ and the standard deviation of the market return is ${}_M=10\%.$ If the correlation between stock A and the market is ${}_{AM}=0\mathrm{.}3,$ then the stock's beta is

Is it reasonable to expect that the beta value estimated via the regression of stock A$\text{'}$s returns against the market returns will equal the true value of stock A$\text{'}$s beta?

Yes

No

Next, consider a two$-$asset portfolio consisting of stock A with $w_A=80\%$ and an expected return $r_A=15\%$ and a standard deviation of ${}_A=11\%,$ and stock $B$ with $r_B=7\%$ and ${}_B=8\%.$ Assuming that the correlation between stocks A and $B$ is ${}_{AB}=-0\mathrm{.}15,$ the expected return to the portfolio is $,$ and the portfolio's standard deviation is

Suppose that the correlation between stocks A and $B$ is ${}_{AB}=1,$ instead of ${}_{AB}=-0\mathrm{.}15.$ Which of the following statements correctly reflects the new data?

The expected return to the portfolio is higher.

The risk associated with the portfolio is lower.

The risk associated with the portfolio is the same as when the correlation is ${}_{AB}=-0\mathrm{.}15.$

The risk associated with the portfolio is higher.