tor wishes to roblem 11. (15 points) The return of Lily Ine's stock is perfectly negatively correlated with that of the S&P 500, and Lil market risk premi urn is 596, three month T-bill rate is 5%. y's stock's return standard deviation is twice of that of the S&P 500. The expected (a) What is the Beta of Lily's stock? And the expected rate of return of Lily's stock? [Note: Beta can be a negative number] 7 Points) .o5 .05