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Suppose the standard deviation of the market retum is 12% a. What is the standard deviation of returns on a well-diversified portfolio with a beta

Suppose the standard deviation of the market retum is 12% a. What is the standard deviation of returns on a well-diversified portfolio with a beta of.7? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation C. A well-diversified portfolio has a standard deviation of 796. Beta What is its beta? (Round your answer to 2 decimal places.)

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