Consider the following information for three stocks, Stocks X. Y, and Z. 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 Q has one-third of its funds invested in each of the three stocks. The risk-free rate is 5%. and the market is in equilibrium. (That is, required returns equal expected returns.) What is the market risk premium (rM - rRF)? Round your answer to two decimal places. % What is the beta of Fund Q? Round your answer to two decimal places. What is the expected return of Fund Q? Round your answer to two decimal places. % Would you expect the standard deviation of Fund Q to be less than 14%, equal to 14%. or greater than 14%? less than 14% greater than 14% equal to 14% Consider the following information for three stocks, Stocks X. Y, and Z. 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 Q has one-third of its funds invested in each of the three stocks. The risk-free rate is 5%. and the market is in equilibrium. (That is, required returns equal expected returns.) What is the market risk premium (rM - rRF)? Round your answer to two decimal places. % What is the beta of Fund Q? Round your answer to two decimal places. What is the expected return of Fund Q? Round your answer to two decimal places. % Would you expect the standard deviation of Fund Q to be less than 14%, equal to 14%. or greater than 14%? less than 14% greater than 14% equal to 14%