Q$17$ What is the beta of an asset A if its required return is $20\%,$ the market risk premium is $15\%,$ the covariance with the market is $150($or $0\mathrm{.}0150),$ the standard deviation of asset A is $14\%$ and of the market is $11\%?009700\mathrm{.}770124$O $1\mathrm{.}07$ None of the aboveQ$16$ A portfolio. P is equally invested in three assets: The risk$-$free asset and two risky assets A and B$,$ whose expected returns are $21\%$ and $15\%,$ and whose betas are $1\mathrm{.}8$ and $1\mathrm{.}08,$ respectively. The beta of portfolio, P isO $0\mathrm{.}960144$O $1\mathrm{.}46$O $1\mathrm{.}00$Q$15$ A portfolio is invested $70\%$ in asset S and $30\%$ is asset K$.$ S and K have a coefficient of correlation of $0\mathrm{.}6.$ The standard deviation of S is $12\%$ and of K is $14\%$ The expected return on S is $16\%$ and on K is $18\%.$ The portfolio standard deviation isO $13\mathrm{.}4\%$O $1143\%$O $12\mathrm{.}30\%$O $14\mathrm{.}92\%$ Q$14$ The expected return on an asset whose returns are normally distributed is $8\mathrm{.}00\%$ and the standard deviation is $18\mathrm{.}60\%$ What is the probability that the asset will lose $3\%$ or more in the period ahead? $7224\%6064\%2776\%39\mathrm{.}36\%$