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23) The risk-free rate is 3.4 percent and the expected return on the market is...

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23) The risk-free rate is 3.4 percent and the expected return on the market is 10.8 percent. Stock A has a beta of 1.18. For a given year, stock A returned 13.6 percent while the market returned 11.8 percent. The systematic portion of the unexpected return was percent and the unsystematic portion was percent. A) 1.045; 0.207 B) 1.145; 0.126 C) 1.180; 0.288 D) 1.344; 1.443 E) 1.500; 1.449 24) What is the beta of a portfolio which consists of the following? SecurityS Invested Beta A | $| 5,00)(0.7 3,0001.30 S5,0001.0 D | $| 7,00)( 1.8 A) 1.01 B) 1.24 C) 1.26 D) 1.29 E) 1.32

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