Suppose the standard deviation of the market return is 15%.
a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 1.2? (Enter your answer as a percent rounded to the nearest whole number.)
Standard deviation %
b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.)
Standard deviation %
c. A well-diversified portfolio has a standard deviation of 8%. What is its beta? (Round your answer to 2 decimal places.)
Beta