Can you explain the process how you get the answer?

9971 3. Award: 10 out of 10.00 points Show corect answer Suppose the standard deviation ofthe market retrn is 16%. a. What is the standard deviation of retuns on a well-diversifited portfolio with a beta of 1.37 (Enter nearest whole number.) Standard deviation 21 % b. What is the standard deviation of retums on a well-diversified portfolio with a beta of your answer as a percent nearest whole number.) Standard deviation C. A well iversified 0 % portfolio has a standard deviation of 9%. What is its beta? (Round your answer to 2 decimal places.) Beta 56 Apoorly diversified portfolio has a standard deviation of 16%, what can you say about its beta