5. You have a portfolio which has an average return of 13.8 percent. In any given year, you have a 5.0 percent probability of earning either a zero or a negative annual return. What's the approximate standard deviation of your portfolio given the following information? Probability of Loss"z" Value 1.0% 2.326 2.5% 1.960 5.0% 1.645 A. 8.39% B. 7.56% C. 7.89% D. 8.58% 15. The market has a standard deviation of 13.4 percent (0.134) while a risky security has a standard deviation of 27.2 percent (0.272). The covariance of the stock with the market is .0173. What's the beta of the stock? A. 1.04 B..96 C. 1.15 D..89