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30. Below are the returns (%) of stock A, B, and C in each state with equal probability. What is the variance of portfolio return composed of Stock A, B and C with equal investment weight, respectively? State of Econ. Stock A Stock B Stock C Good 30% 4% 8% Average 20% 12% 12% Bad 10% 8% 4% (3) O 1) 19.96 (percent squared) O2) 10.96 (percent squared) O3) 9.96 (percent squared) O4) 12.96 (percent squared) O5) 11.96 (percent squared) 32. SG has a debt-equity ratio of 0.64, a WACC of 10.8 percent, a pretax cost of debt of 7.9 percent, and a tax rate of 24 percent. What is the unlevered cost of equity capital? (5) O 1) 13.08 percent O2) 11.92 percent O 3) 12.97 percent O4) 13.13 percent O5) 13.45 percent 31. The finding that a serial correlation (or auto correlation) between stock market returns is zero is a supporting evidence of the weak form market efficiency. CORR(R, Rt-1)=0 (4) O 1) False O2) True