Question 10 (1 point) The risk-free rate is 6.20%, the market is in equilibrium, and the returns on stocks X, Y and Z are positively, but not perfectly, correlated. o Stock Return B Weight in Fund Q 9.20% 10.00% 0.50 40% a) What is the beta of Y 11.00% 10.00% 0.80 20% Fund Q? Z 18.20% 10.00% 2.00 b) What is the 40% required return of Fund Q? c) What would you expect the standard deviation of Fund Q to be? a)1.160; b)13.16%; c)210% a)1.160; b)13.16%; c)