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Consider the feilewing infurmation for stocks A1,B, and C, The returns on the three stocks are positively correlated, but they are not perfectly correlated. (That is, each of th correlation coelficients is between 0 and 1. ) Fund P. has one-thid of its funds invested in each of the three stocks. The risk-free rate is 6.5%, and the market is in equilibrium. (That is, required returns equal expected returns.) a. What is the market risk, premium (rmny) ? Round your answer to one decimal place. b. What is the beta of Fund P ? Do not round intermediate calculations. Round your answer to two decimal places. c. What is the required retum of Fund P? Do not round intermediate calculations. Round your answer to two decimal places. d. What would you expect the standard deviation of Fund P to be? 1. Less than 16% It. Creater than 16% 111. Equal to 16%