Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (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 10%, what is its beta? (Round your answer to 2 decimal places.) Beta d. A poorly diversified portfolio has a standard deviation of 15%, what can you say about its beta? (Click to seleet