Question: please show all your work, thank you! True or False (Please explain why it is true or false) 1. Stock A has a beta of

please show all your work, thank you! please show all your work, thank you! True or False (Please explain

True or False (Please explain why it is true or false) 1. Stock A has a beta of 1.2 and a standard deviation of 25%. Stock B has a beta of 1.4 and a standard deviation of 20%. Portfolio AB was created by investing in a combination of Stocks A and B. Portfolio AB has a beta of 1.25 and a standard deviation of 18%. The following statements are true or false? Why? A) Stock A has more market risk than Stock B but less stand-alone risk. B) The correlation coefficient between Stock A and Stock B is +1

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