If you believe the CAPM and a stock has, with that model, an expected annual yield of $22\%$ while the annual risk$-$free rate is $2\%$ and the expected market return is $12\%,$ then you would estimate the Beta of that stock to be:

A$)0$

B$)1$

C$)1\mathrm{.}666$

D$)1\mathrm{.}833$

E$)2$

Use the information in question $2$ to answer this question. If you knew the correlation between the stock in question and the broad market was $+0\mathrm{.}8$ and the standard deviation on the market return was $10\%,$ then the standard deviation of the stock should be:

A$)$ Cannot be computed with the information given.

B$)16\%$

C$)20\mathrm{.}8\%$

D$)22\mathrm{.}9\%$

E$)25\%$