Consider the following information for stocks A, B, and C. The returns on the three stocks are positively correlated, but they are nok perfectly correla That is, each of the correlation coefficents is between 0 and 1 .) fund P has one-third of its funds invested in each of the three stocks. The risk-free rate 55.5%, and the market is in equilibrium. (That is, required eturns equal expected returns.) a. What is the market risk premum (rm - net)? Round your answer to one decimal place. 95 b. What is the beta of Fund P? Do not round intermediate catculations, Round your answer to two decimal places. C. What is the required return of Fund P? Do not round intermediate calculations. Round your answer to two decmal places. \% d. What would you expect the standard deviation of Fund P to be? 1. Lessthan 14% II. Greater than 14% III. Equat to 14%