Calculating a beta coefficient for a single stock

Suppose that the standard deviation of returns for a single stock A is ${}_A=40\%,$ and the standard deviation of the market return is ${}_M=20\%.$ If the correlation between stock A and the market is ${}_{AM}=0\mathrm{.}7,$ then the stock's beta is

Is it reasonable to expect that the future expected return for a stock will equal its historical average return over a relatively short period of time?

No

Yes

Next, consider a two$-$asset portfolio consisting of stock A with $w_A=80\%$ and an expected return $r_A=15\%$ and a standard deviation of ${}_A=11\%,$ and stock $B$ with $r_B=7\%$ and ${}_B=8\%.$ Assuming that the correlation between stocks A and $B$ is ${}_{AB}=-0\mathrm{.}15,$ the expected return to the portfolio is $,$ and the portfolio's standard deviation is

Suppose that the correlation between stocks A and $B$ is ${}_{AB}=1,$ instead of ${}_{AB}=-0\mathrm{.}15.$ Which of the following statements correctly reflects the new data?

The risk assoclated with the portfolio is the same as when the correlation is ${}_{AB}=-0\mathrm{.}15.$

The risk associated with the portfolio is lower.

The expected return to the portfolio is higher.

The risk associated with the portfolio is higher.