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Suppose the standard deviation of the market return is 19%. What is the standard deviation of returns on a well-diversified portfolio with a beta of

Suppose the standard deviation of the market return is 19%.

  1. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.2? (Enter your answer as a percent rounded to 2 decimal places.)

  2. 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 2 decimal places.)

  3. A well-diversified portfolio has a standard deviation of 14%. What is its beta? (Round your answer to 2 decimal places.

A. What is the standard deviation %?

B. What is the standard deviation %?

C. Beta?

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