Eonsider the following information for stocks A,B, and C. The returns on the ulwee stocks are positively correlated, but they are not perfectly carrelated, (That is, maxh of the correlation coefficients is between 0 and 1.3 fund P has one third of its funds irvested in each of the three stocks. The risk-free rate is 6.5%, and the market is in equilibnum. (Trfat is, required rutuina equal expectad retumia-) 3. What in the market risk premigm (in - naib)? Round your answer to one decimal place. 6. What is the beta of Fund P Do not round intermediate calculations, Round your answer to two decirnal ploces. Whim is the required return of fund P? Do not round intermedate cloulsbons: pound your aniwer to bwo decimal pfaces d. What wouid vou mpect the standard devation of fund P to be? Titass than 16 th it: Greater thian 16 6. 113. Foual to 16 the