what is market standard deviation and its measure?

Asset Value stocks Growth stocks Gold T-bills Mean Return 18% ? ? 6% Standard Deviation 30% 20% 20% 0% Correlation with Market 1.0 0.5 -0.5 ? a. If the market standard deviation is 20% and we can assume that all assets are priced correctly as per CAPM, what are the expected returns to the market, growth stocks and Gold? b. You are informed about another investment option with BadCo Ltd. With expected returns and beta of -14% and -2. Does the market correctly price this company? Create a portfolio of the market and T-bills that will match the beta to that of BadCo? What is the gain on this portfolio? Asset Value stocks Growth stocks Gold T-bills Mean Return 18% ? ? 6% Standard Deviation 30% 20% 20% 0% Correlation with Market 1.0 0.5 -0.5 ? a. If the market standard deviation is 20% and we can assume that all assets are priced correctly as per CAPM, what are the expected returns to the market, growth stocks and Gold? b. You are informed about another investment option with BadCo Ltd. With expected returns and beta of -14% and -2. Does the market correctly price this company? Create a portfolio of the market and T-bills that will match the beta to that of BadCo? What is the gain on this portfolio