Consider the following information for stocks A,B, and C. The returns on the three stocks are positively correlated, but they are not perfectly correlated. (That is, each of the correlation coefficients is between 0 and 1.) Fund P has one-third of its funds invested in esch of the three stocks. The risk-free rate is 6.5%; and the market is in equilbrium. (That is, required returns equal expected returns. a. What is the market risk premium (,ty)? flound your answer to one decimal place. b. What is the beta of Fund P? Do not round intermediste calculations. Round your answer to two decimal places. c. What is the required return of Fund P7 Do not found intermediate calculations. Round your answer to two decimat places. d. What would you expect the standard deviation of Fund 9 to be? 1. Less than 164 II. Greater than 16% iIf Equar to 16%