I asked this question earlier also but no one replied. Please answer this time. Please

= Suppose that the standard deviation of returns for a single stock A is GA 25%, and the standard deviation of the market return is om = 15%. If the correlation between stock A and the market is PAM 0.6, then the stock's beta is 1.00 Is it reasonable to expect that the future expected return for a stock will equal its historical average return over a relatively short period of time? No Yes Next, consider a two-asset portfolio consisting of stock A with wa = 10% and an expected return ra = 8% and a standard deviation of a = 10%, and stock B with rb = 11% and OB = 4%. Assuming that the correlation between stocks A and B is PAB 0.75, the expected return to the portfolio is and the portfolio's standard deviation is = The following table reports some of the regression results for Grotesque General and General Fund. Regression Coefficient t- Statistic Probability of t- Statistic Lower 95% Confidence Interval Upper 95% Confidence Interval Institution Grotesque General Intercept 0.00 -0.09 0.93 0.02 -0.02 1.32 Slope (beta) 1.66 9.71 0.00 2.01 General Fund Intercept 0.00 0.70 0.49 0.00 0.01 Slope (beta) 1.20 0.00 21.10 1.09 1.32 Which of the following statements are consistent with the data for General Fund? Check all that apply. The CAPM explains its average return very well. The CAPM poorly explains its average return. The estimated beta is 1.20. The estimated beta is 1.32