Question 7 1 pts The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation 0.13 0.7 0.33 0.18 1.34 0.39 The market index has a standard deviation of 0.16 and the risk-free rate is 0.04. Suppose that we were to construct a portfolio with proportions: Stock A 0.32 Stock B 0.43 The remaining proportion is invested in Tbills Compute the nonsystematic standard deviation of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Question 8 1 pts The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.16 0.84 0.29 B 0.18 1.25 0.4 The market index has a standard deviation of 0.2 and the risk-free rate is 0.03. Suppose that we were to construct a portfolio with proportions: Stock A 0.31 Stock B 0.43 The remaining proportion is invested in Tbills Compute the beta of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Question 9 1 pts The following are estimates for two stocks. Stock Expected Return Beta firm-specific Standard Deviation A 0.16 0.63 0.28 B 0.22 1.3 0.37 The market index has a standard deviation of 0.17 and the risk-free rate is 0.02. Suppose that we were to construct a portfolio with proportions: Stock A 0.31 Stock B 0.43 The remaining proportion is invested in Tbills Compute the standard deviation of the portfolio. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321