Stock 1 returns Stock 2 returns Market returns Riskless asset returns Table 1 Period 1 Period 2 Period 3 Period 4 Period 5 5% 3% 8% 6% 4% 6% 4% 9% 3% 8% 5% 6% 6% 3% 2% 2% 2% 2% 2% 2% 1. Consider Table 1. The average return for stock 1 and stock 2 are: a. 5.2% and 6.0%, respectively. b. 6.0% and 4.9%, respectively. c. 5.2% and 6.4%, respectively. d. 5.0% and 5.8%, respectively. 2. Consider Table 1. The variance of stock 1 is: a. 3.70%. b. 6.50%. c. 1.92%. d. 0.00%. 3. Consider Table 1. The correlation of returns for stocks 1 and 2 is: a. 0.41. b. 0.60. c. 0.22. I d. 1.00. 4. Consider Table 1. The beta and expected return of stock 2 according to the CAPM are: a. 1.00 and 4.40%, respectively. b. 0.45 and 3.45%, respectively. c. 0.12 and 2.40%, respectively. d. 0.08 and 2.18%, respectively,