State	Prob	Stock A	Stock B	Stock C
Boom	40%	24%	20%	-10%
Normal	20%	9%	10%	-2%
Bust	40%	0%	-5%	15%
Beta		.60	1.25	-1.00
Portfolio ABC		30%	30%	40%

Use the table below for questions 12-14.

12. What is the standard deviation of Stock B?

1.26%

3.72%

8.00%

11.22%

126.00%

13. What is the expected return of Portfolio ABC?

2.24%

5.06%

5.45%

6.20%

6.46%

14. What is the beta of Portfolio ABC?

-0.28

0.16

0.28

0.60

1.00