Question 19 8 pts The stock has a beta compared to the market of 1.11, which means it is riskier than a market portfolio. Also, assume that the risk free rate is 1.5% and this investor expects the market to rise in value by 7.2% per year. What is the cocted return of the stock based on the CAPM formula? 6.32% 5.61% 8.85% O 7.83% Question 20 8 pts The stock has a beta compared to the market of 1.15, w means it is riskier than a market portfolio. Also, assume that the risk-free rate is 2.25% and this investor expects the market risk premium is 7.5%. What is the expected return of the stock based on the CAPM formula? 8.2996 10.88% 9.55% 6.97% Question 23 8 pts The current risk-free rate is 1.5%, the beta of the portfolio was 0.6, the standard deviation of the portfolio 15.9%, and the portfolio risk premium was 11.5%. What is the Treyner Ratio of the portfolio? 16.67 13.89 O 15.00 O 19.17