1. Given a risk-free rate of 1.9%, a market risk premium of 9.6%, and an expected return of 12.3%, what is the beta of this stock? Enter your answer rounded to 2 DECIMAL PLACES.
2. Suppose you invest 73%, 15%, and 12% of your wealth into a stock, the market, and a risk-free asset, respectively. The betaof the stock is 0.6. What is the betaof the portfolio? Enter your answer rounded to 3 DECIMAL PLACES.
3. Consider a stock that has a standard deviation of 19.7% and the correlation with the market is 0.63. The standard deviation of the market is 17.4%. What is the betaof the stock? Enter your answer rounded to 2 DECIMAL PLACES.
4. Given a risk-free rate of 3.1%, a market risk premium of 9.1%, and a beta of 1.3, what is the expected return of the stock? Enter your answer as a percentage and rounded to 2 DECIMAL PLACES. Do not put the percent sign in your answer.
5. The market risk premium is 10.4% and the risk-free rate is 3.9%. The beta of the stock is 0.43. What is the required return of the stock? Enter you answer as a percentage. Do not include a percent sign in your answer. Enter your answer rounded to 2 DECIMAL PLACES.