Consider the CAPM. The risk-free rate is 5%, and the expected return on the market is 15%.What is the beta on a stock with an expected return of 17%? A).7 B) 1.2 C) 1 D) 5 You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 12%. The stock and bond portfolios have a correlation of 55. The standard deviation of the resulting portfolio will be ______. A) equal to 12% B) equal to 18% C) more than 12% but less than 18% D) more than 18% but less than 24%