Consider the following information for stocks A,B, and C. The returns on the three stocks are positively correlated, but they are not perfectly correlste (That is, each of the correlation coefficlents 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 5.5%, and the marketis in equilibrium. (That is, requirod. returns equal expected returns.) a. What is the market risk premium (fM- rpf)? Round your answer to one decimal place: c0 b. What is the beta of Fund p? Do not round intermediate calculations. 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 decimal places, d. What would you expect the standard deviation of Fund P to be? 1. Less than 14 40 11. Greater than 1495 11. Equal to 14%