Question 22 13 pts Consider the CAPM. The risk-free rate is 6%, and the expected return on the market is 15%. What is the expected return on a stock with a beta of 1.20? 14.4% 16.8% 19.2% 12.6% Question 21 1 Hour, 7 Minute 13 pts Stock B has a standard deviation of returns of 34% and beta of 1.4. The market has a standard deviation of 18%. The correlation coefficient between stock B and the market is_ 0.53 0.61 0.42 0.74