Egute 1211 shows plots of monthly rates of retuin on three stocks versus the stock market index. The beta and 5 tandard deviaton of eoch stock is given beside its plot Required: . Which stock is safest for a diverstied investor? b. Which stock is safest for an undiversified investor who puts all hier funds in one of these stocks? c. Consider a portolio with equal investments in each stock What would this portfolio's beta have been? d. Consider a welt-dversfied portfolio made up of storks with the same beta as inter. What are the beta and stanclard deviation of this portfolio's return? The standard devation of the market portiolio's return is 20%. e. Whet is the expected rate of retum on each stock? Use the copital asset pricing model with a market risk premium of 8%. The thik free rate of imerest is 4% Complete this question by entering your answers in the tabs below. What is the rexpected rote of return on each stock? Use the capital asset pricing model with a market nsk premiurn of 8 \% 6 . The risk-free riste of interest is 4%. Note: Do not round irtermediate calculations; Enter your answers as a veroxnt roubdod to 2 docirnal places