Security 4. The following data are available to you as portfolio manager. Estimated Return % Standard...

     

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Security 4. The following data are available to you as portfolio manager. Estimated Return % Standard Deviation % Beta 1 32 2.10 50 2 30 1.80 35 3 25 1.65 42 4 20 1.30 26 5 18 1.15 29 6 15 0.85 18 7 14 0.75 20 8 12 0.50 17 Market Index 16 1.00 25 Govt. Security 7.5 0 0 In terms of the security market line, which of the securities listed above are underpriced? Security 4. The following data are available to you as portfolio manager. Estimated Return % Standard Deviation % Beta 1 32 2.10 50 2 30 1.80 35 3 25 1.65 42 4 20 1.30 26 5 18 1.15 29 6 15 0.85 18 7 14 0.75 20 8 12 0.50 17 Market Index 16 1.00 25 Govt. Security 7.5 0 0 In terms of the security market line, which of the securities listed above are underpriced?