Figure 12.11 shows plots of monthly rates of return on three stocks versus the stock market index. The beta and standard deviation of each stock is given beside its plot. a. Which stock is safest for a diversified investor? Ford Disney Newmont Mining b. Which stock is safest for an undiversified investor who puts all her funds in one of these stocks? Ford Disney Newmont Mining c. Consider a portfolio with equal investments in each stock. What would this portfolio's beta have been? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Bet 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.) Beta Standard deviation Figure 12.11 shows plots of monthly rates of return on three stocks versus the stock market index. The beta and standard deviation of each stock is given beside its plot. a. Which stock is safest for a diversified investor? Ford Disney Newmont Mining b. Which stock is safest for an undiversified investor who puts all her funds in one of these stocks? Ford Disney Newmont Mining c. Consider a portfolio with equal investments in each stock. What would this portfolio's beta have been? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Bet 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.) Beta Standard deviation