QUESTION 17 Four securities have the characteristics described in the following table: Stock A Stock B Stock C Stock D a. 4% 8% 10% 6% B 2.2. 1.5 0.5 0.8 ei 4% 8% 4% 2% Use the table and the Single-Index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four assets, given an expected market return of 6% (Rm = 696) and a market risk of 4% (m = 496). What is the standard deviation of the portfolio? O a. Less than 2.5 b. Greater than or equal to 2.5 but less than 5 OC. Greater than or equal to 5 but less than 7.5 O d. Greater than or equal to 7.5 but less than 10 O e. Greater than or equal to 10