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Consider the following information for stocks \\( A, B \\), and \\( C \\). The...

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Consider the following information for stocks \\( A, B \\), and \\( C \\). The returns on the three stocks are positively correlated, but they are not perfectly correlated. (That is, each of the carrelation coefficients is between \\( Q \\) and 1.) Fund \\( P \\) has one-third of its funds invested in each of the three stocks. The risk-free rate is \5.5, and the market is an equilibrium. (That is, required returns equal expected returns). a. What is the market risic premain \\( (\\mathrm{m}-\\mathrm{n} w) \\) ? Round your answer to one decimal place. b. What is the beta of fund P7 Do not Found intermediate calculations. Round your answer to two decimal places. c. What is the required return of Fund \\( m \\) ? Do not round intermediate calculations. Round vour answer to two decimal places. d. What would you expect the standard deviation of Fund \\( \ ho \\) to be? 1. Less than \16 II. Greater than \16 : III. Equal to \16

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