Excel Online Structured Activity: CAPM. portfolio risk and return Consider the foowing Information for three stocks, Stocks A, B, and C The returns on the three stocks are positively correlated, but they are not perfectly correlated. That is, tacho the correlation coefficients is between 0 and 1.) Stock Expected Return Standard Deviation Beta 37 15 0.2 10:42 15 12 12.05 15 16 Fund has one-third of Es funds invested in each of the three stocks. The risk-free rate is 5.5%, and the market is in equilibrium. (That is required returns equal expected returns.) The data has been collected in the Microsoft Excel Online ble below. Open the spreadsheet and perform the required analysis to answer the questions below. X Open spreadsheet What is the market risk premium (-os)? Round your answer to two decimal places, b. What is the beta of Fund ? Do not round intermediate calculations. Round your answer to two decimal places. What is the required return of Fund P? Do not round intermediate calculations, Round your answer to two decimal places d. Would you expect the standard deviation of Fund to be less than 15, equal to 15, or greater than 150? Le than greater than 15 TIL 15 CAPM, portfolio risk, and return Risk-Free Rate, rRF 5.50% Formula Formula Formula Expected Return Standard Deviation Beta Stock A 8.37% 15.00% 0.70 Stock B 10.42% 15.00% 1.20 Stock C 12.06% 15.00% 1.60 #N/A #NA #N/A Market Risk Premium, RPM % Stock in Fund P Beta of Fund P 0.333333 0.333333 0.333333 #NA Required Return of Fund P #N/A Expected Retum of Fund P #NA