The last 7 questions relate to the following table of information: Stock X Stock Y Expected Return Sample Standard Deviation Sample Variance Beta (vs Mkt) Correlation (X,Y)-86.69% 10% 6.29% 00396 7665 12% 12.06% 01456 1.5546 Recall: For a two-security portfolio containing Stock A and Stock B, the variance is: 9, what is the expected return for a portfolio with 80% invested in X and 20% invested 10, what is the sample standard deviation for a portfolio with 80% invested in X and 20% invested in Y? 11, what is the beta for a portfolio with 80% invested in X and 20% invested in Y? 12. What is the sample covariance between Stock X and Stock If the sample variance of the market is 0.00522, using a regression of the returns on X versus the market: 13. What is the measure of systematic risk for Stock X (as in Total Risk Systematic Risk + Unsystematic Risk)? 14. What is the measure of unsystematic risk for Stock X? 15. What is the proportion of total risk (variance) for Stock X that is due to the systematic risk