We have 10 stocks with the same standard deviation of 20%. Assume CAPM market beta captures all undiversifiable risk. a. If all 10 stocks all have zero market beta, what is the standard deviation of an equally-weighted portfolio of these 10 stocks? b. If all 10 stocks all have a market beta of 1, what is the standard deviation of an equally-weighted portfolio of these 10 stocks? c. If 10 stocks have a market beta of 0.2, 0.3, 0.4.0.5.1.1.1.1.2.1.3.1.4.1.5 respectively, what is the standard deviation of an these 10 stocks? equally-weighted portfolio of