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Question 8 of 25 1 Points UPS, a delivery services company, has a beta of 1.2, and Wal-Mart has a beta of 0.8. The risk-free rate of interest is 4% and the market risk premium is 7%. What is the expected return on a portfolio with 40% of its money in UPS and the balance in Wal-Mart? OA. 11.85% OB. 10.01% OC. 10.72% OD. 9.91% Reset Selection Question 10 of 25 1 Points Which of the following statements is FALSE? O A. The risk of a product lability lawsult is an example of diversifiable risk. OB. The volatility in a large portfolio will decline until only the systematic risk remains OC. Stock returns will tend to move together if they are affected similarly by economic events. OD. Almost all of the correlations between stocks are negative, Illustrating the general tendency of stocks to move together Reset Selection