show work on paper please

If the 24. (0.5 point) Security A has a beta of 0.9 and a standard deviation of its error term of 88. standard deviation of the market is 10%, the total variance for Security A is (a) 17.2. (b) 73.0. (c) 145.0. (d) 154.0. (e) 181.0. 25. (0.5 point) Security Y has a total variance of 225. Its beta is 1.2 and the market variance is 100. The standard deviation of its random error term is 6. (b) 148. (c) 38. (d) (e) 118. 26. (0.3 point) A portfolio consists of Securities A, B, and C in the respective proportions of 0.3, 0.2, 0.5. If the securities' respective betas are 0.8, 1.4, 1.1, the beta for the portfolio is (a) 0.98. (b) 1.12. (c) 1.07. (d) 1.23. (e) 1.20. 27. (0.5 point) A portfolio consists of Securities A and B in the proportions of 0.7 and 0.3. Security A has a random error standard deviation of 7%; Security B at 11%. The portfolio beta is 1.2, and the market standard deviation is 10%. The total portfolio variance is (a) 158. (b) 204. (c) 265. (d) 179. (e) 137. 28. (0.2 point) When using the market model for portfolio development, the analyst assumes that the correlation between each security's random error is 0.5. (b) 0.0. (c) -0.5. (d) -1.0. (e) 1.0