9. Returns and Standard Deviations Consider the following information: a. What is the expected return on an equally weighted portfolio of these three stocks? b. What is the variance of a portfolio invested 20 percent each in A and B and 60 percent in C ? Refer to Chapter 11 Question 9.b. What is the standard deviation of a portfolio invested 20 percent each in A and B and 60 percent in C ? \begin{tabular}{l} 15.11% \\ \hline 12.64% \\ \hline 13.87% \\ \hline 11.41% \end{tabular} Using CAPM A stock has a beta of 1.15 and an expected return of 11.4 percent. A risk-free asset currently earns 3.5 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? Using CAPM A stock has a beta of 1.15 and an expected return of 11.4 percent. A risk-free asset currently earns 3.5 percent. a. What is the expected return on a portfolio that is equally invested in the two assets? Refer to\ What is the expected return on a portfolio that is equally invested in the two assets? \begin{tabular}{l} \hline 9.91% \\ \hline 8.68% \\ \hline 6.22% \\ \hline 7.45% \\ \hline \end{tabular}