Consider the following information for stacks A,B, and C, The returns on the three stocks are positively corrulated, but they are oot perfectiy correlated. (That is, each of the correlation coefficients is between 0 and 1.) Fund F has one-third of its funds invested in eech of the three stoties, The risk.free rate is 6.5%, and the irarket is in equilibrium, (That is, required returns equal expected returns.) A. What is the market risk premium (foy = feet)? Round your answer to ene decinal plate: Me b. What is the beta of fund P7 Do not round intermediate calculations. Round your answer to two decimal places. 6. What is the reguired return of Fund P ? Do not round intermediate calculations, Round your answer to two decimal places d. What would you expect the standard deviation of Fund P to be? 1. Less than 16% II Grester than 169 11I, Equal to 16%