Question 2 1 pts Suppose ba-8 and by - 1.6. If you were to form a portfolio by investing equally in A, B and the risk-free security, what would be the value of beta for the portfolio? (Please read the question carefully.) 1.20 0.80 1.13 More information is needed concerning the correlation coefficient for the two securities 7.33 D Question 4 1 pts Using the CAPM, what is the required return on a stock with a beta of 1.2 if the required market return is 10% and the risk-free rate is 49? Not enough information 10. ON 11.2% 8.8% 9.0% U Question 5 1 pts Using the following information, what is the expected return of the portfolio made up of P and Q? Stock P Amount Invested 58000 Expected Return 0.24 Variance 0.9529 Correlation Coefficient 52000 0.17 0.0225 0.02575 0.2153 0.1069 0.226 0.1605 Question 6 1 pts Which of the following would be a source of market risk? 1. Higher research costs than expected for Proctor and Gamble 2. Lower interest rates than expected 3. Lower sales than expected for Apple Computer 1. and 3. only 1., 2., and 3. 1. only 2. only 3. only