4. Problem 8.13 (CAPM, Portfolio Risk, and Return) Consider the following information for stocks A, 8, and C. The returns on the three stocks are posvively correlated, but they ace not perfectly correlated. (That is, each of the correlation coefficenty is between 0 and 1.) Fund P has one:third of its funds invested in each of the three stocks. The risk-free rate is 5.5%, and the market is in equlibrium, (That ia, required returns equal expected returns.) a. What is the market risk premilum (5910) ) ? Round your answer to one decimal place: 0. What is the beta of Fund P? Do not round intermediate calculations. Round your answer to two decimal places. c. What is the required return of Fund 97 oo not round insermediate calculations. Aound your aniwer to two decimal places. d. What would you expect the standard devietion of Fund P to be? I. Less than 1546 11. Greater than 15% iit. Equal to 15%