I am confused an need help with this question.

Pleasee only help if you can help me with it all as I am confused and stuck. Thank you ahead of time!

Consider the following information for Stocks A, B, and C. The returns on the three stocks, while positively correlated, are not perfectly correlated. The risk-free rate is 4.50%. Using SML equation, you can solve for the market risk premium which, in this case, equals approximately Consider Fund P, which has one third of its funds invested in each of stock A,B, and C. The beta for Fund P is approximately You have the market risk premium, the beta for Fund P, and the risk-free rate. Hint: fecall that because the market is in equibrium, the required rate of return is equal to the expected rate of retum for each stock. This information implies that the required rate of return for Fund R is approximately Which of the following is the reavon why the standard devatoon for Fund P is less than 10%6? Using SML equation, you can solve for the market risk premium which, in this case, equals approximately Consider Fund P, which has one third of its funds imvested in each of stock A,B, and C. The beta for Fund P is approximately You have the market risk premium, the beta for Fund P, and the risk-free rate. Hint: Recall that because the market is in equilbrium, the required rate of return is equal to the expected rate of return for each stock. This information implies that the required rate of retum for Fund P is approximately Which of the following is the reason why the standard deviation for Fund P is less than 10% ? The stocks in Fund 9 each have differing standard deviations. Any two stocks in Fund P have a correlation coefficient of 1. The stocks in Fund P are not perfectly correlated. The stocks in fund P are perfectly correlated