Please to each question separately

Answer questions 12 based upon the following information: Asset A (not a portfolio) has a beta of 1.7. Asset B (not a portfolio) has a beta of 1.2. Q12. If the Capital Asset Pricing Model is correct then a. The required return on asset A cannot be less than the required returm on asset B. The standard deviation of returns of asset A sannot be less than the than the standard deviation of returns of asset B. c. The required on asset A is equal to the required return on asset B. d. None of the above. Answer questions 13 based upon the following information: Asset D (not a portfolio) has an annual standard deviation of returns of 30%. Asset E (not portfolio) has an annual standard deviation of returns of 40%. Q 13. If the Capital Asset Pricing Model is correct then a. The required return on asset D cannot be greater than the required return on asset E. The beta of asset D sannot be greater than the beta of asset E. c. Both (a) and (b). d. None of the above. Answer questions 14 based upon the following information: Portfolio Q, a fully diversified portfolio with zero unique risk, has an annual standard deviation ofreturns of40%. Portfolio R, a fully diversified portfolio with zero unique risk has an annual standard deviation ofretums of 20%. 014. If the Capital Asset Pricing Model is correct then The required return on portfolio Q cannot be less than the required return on portfolio R. b. The beta of portfolio Q cannot be less than the beta of portfolio R. c. Both (a) and (b). d. None of the above