Suppose the standard deviation of the market return is 21%. a What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.8? (Enter your answer as a percent rounded to 2 decimal places.) 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 2 decimal places.) c A well-diversified portfolio has a standard deviation of 14%. What is its beta? (Round your answer to 2 decimal places.) d A poorly diversified portfolio has a standard deviation of 21%. What can you say about its beta?

Suppose the standard deviation of the market return is 21%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.8 ? (Enter your answer as a percent rounded to 2 decimal places.) 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 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 14%. What is its beta? (Round your answer to 2 decimal places.) d. A poorly diversified portfolio has a standard deviation of 21%. What can you say about its beta