Question $3$: Diversification works the best when stocks are:

Group of answer choices

Perfectly correlated

Positively correlated

Uncorrelated

Negatively correlated

$\backslash$Question $4$: ABH has a beta of $1\mathrm{.}22$ while BCG has a beta of $0\mathrm{.}61.$ The beta of a portfolio invested $65\%$ in ABH and the rest in BCG is $......................................($accurate to $4$ decimals$)$

Question $5$: If the TBill rate is $4\mathrm{.}2\%,$ the expected return on the market is $11\mathrm{.}7\%,$ and the beta of a stock is $0\mathrm{.}6,$ then, according to the CAPM, the expected return on the stock is $................................\%($accurate to $3$ decimals$)$

Question $6$: If the TBill rate is $4\mathrm{.}4\%,$ the expected return on the market is $12\mathrm{.}8\%,$ and the standard deviation of the stock is $33\mathrm{.}1\%$ then the market risk premium is $................................\%($accurate to $2$ decimals$)$

Question $1$: During the $1958-87$ period stocks returned $11\mathrm{.}8\%$ while the TBills returned $6\mathrm{.}0\%.$ The risk premium on the stocks during this period was $\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\%($min $2$ decimals$)$

Question $2$: If the variance is $102\mathrm{.}61.$ What is the standard deviation? $($min $2$ decimals$)$