Consider the following information for stocks A, B, and C. The returns on the thisee stocks are positively correlated, but they are not perrectly correlated, (Th. i5, each of the correlation coefficients is between 0 and 1, ) Fund P has one-third of its funds invested in each of the three stocks. The risk.free rate is 4.5%, and the market is in equalibrium. (That is, required retums equal expected returns.) a. What is the market risk premlum (fM=r) ? Round your answer to one decimal place. b. What is the beta of Fund p? Do not round intermediate calculations. Round your answer to two decimal places. c. What hi the required refurn of Fund p? Do not round intermediate calculations. Round your answer to two decimal places, % d. What would you expect the standard devlation of Fund P to be? 1. Less than 1695 II. Greater than 169%