I. Consider the CAPM. The risk-free rate is 5% and the expected return on the market is 15%. What is the beta on a stock with an expected return of 17%? A. 1.2 B. 1 C. 0.7 D. 0.5 2. Market risk is also called and A. systematic risk, diversifiable risk B. unique risk, diversifiable risk C. systematic risk, nondiversifiable risk D. unique risk, nondiversifiable risk 3 You have a $100,000 portfolio consisting of Intel, GE, and Con Edison. You put $25,000 in Intel, $40,000 in GE, and the rest in Con Edison. Intel, GE, and Con Edison have betas of 1.3, 1, and.8, respectively. What is your portfolio beta