FIGURE 12.11 Monthly rates of return for (a) Ford, (b) Pfizer, and (c) Walmart, plus the market portfolio for the five years ending 25 20 December 2015 10 10 20 -20 Beta= 1.31 Standard deviation : 25.3% -15 -20 Market return(%) 15 10 -15-10-5 5 10 15 5 .90 -10+ Beta = Standard deviation 15.3% -15 Market return (%) 15 10 6 15 15 Beta .26 Standard deviation = 16.5% -15 Market return (%) d. Consider a well-diversified portfolio made up of stocks with the same beta as Ford. What are the beta and standard deviation of this portfolio's return? The standard deviation of the market portfolio's return is 20%. (Do not round intermediate calculations. Round your beta answer to 2 decimal places. Enter your standard deviation answer as a percent rounded to 1 decimal place.) Answer is complete but not entirely correct. 1.31 Beta Standargd deviation 16.50 X% FIGURE 12.11 Monthly rates of return for (a) Ford, (b) Pfizer, and (c) Walmart, plus the market portfolio for the five years ending 25 20 December 2015 10 10 20 -20 Beta= 1.31 Standard deviation : 25.3% -15 -20 Market return(%) 15 10 -15-10-5 5 10 15 5 .90 -10+ Beta = Standard deviation 15.3% -15 Market return (%) 15 10 6 15 15 Beta .26 Standard deviation = 16.5% -15 Market return (%) d. Consider a well-diversified portfolio made up of stocks with the same beta as Ford. What are the beta and standard deviation of this portfolio's return? The standard deviation of the market portfolio's return is 20%. (Do not round intermediate calculations. Round your beta answer to 2 decimal places. Enter your standard deviation answer as a percent rounded to 1 decimal place.) Answer is complete but not entirely correct. 1.31 Beta Standargd deviation 16.50 X%