Problem Walkthrough CAPM, PORTFOLIO RISK, AND RETURN Consider the following information for stocks A, B and C. The returns on the three stocks are positively correlated, but they are not perfectly corrected that Is, each of the correlation coefficients is between 0 and 1.) Stock Expected Return Standard Deviation Beta 9.40% 15% 0.7 1134 15 1.1 C 13.76 15 16 Fund P has one-third of its hands invested in each of the three stock. The riskfreerotto, and the markets in equirtium. (That is required returned expected returns.) What is the market risk premium (ru? Round your answer to two decimal places b. What is the binta of Fund P? Do not round intermediate calculation. Round your answer to two decimal places c. 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 P to be less than 1%, equal to 15%, or greater than 157 1. Less than 15% II. Greater than 15% III. Equal to 15% -Select- Check My Work