QUESTION 16 The stock ABC has a beta of 1.6 and its standard deviation is 30%. Its correlation coefficient with the market return is 0.8. What is the standard deviation of the market return? A. 20% B. None of the answers is correct C.18% D. 15% QUESTION 17 The stock beta is 2 and the correlation coefficient with the market return is 0.8. The standard deviation of the market return is 20%. What is the standard deviation of the stock return? A. 50% B. 40% C. 60% D. 46'N