Q$21$ The expected returns on assets A and B are $12\%$ and $15\%$ respectively. Their standard deviations are $9\%$ and $11\%$ respectively. The covariance between A and B is $85($or $0\mathrm{.}0085$ in decimals$).$ The correlation coefficient between A and B is$00\mathrm{.}85860\mathrm{.}4722$O $21176$O $1\mathrm{.}1647$O $0\mathrm{.}7870$Q$2$The risk premium of a security is the product of$.$The correlation of the security with the market and the market risk premiumThe beta of the security and the market risk premiumThe correlation coefficient of the security with the market price of riskThe beta of the security and the market returnThe correlation of the security with another security and the market risk premiumQ$1$ The beta of a common stock is a measure ofThe unsystematic risk of the stock The systematic risk of the stock$$ The standard deviation of the stock The idiosyncratic risk of the stock