... 1. 50. D) + 1. 50. Question: 11 1 - 28529 Which one of the following portfolios does not lie on the efficient frontier? Portfolio Expected Return Standard Deviation A 7 5 B 9 12 C 11 10 ... 31 Question: 11 5 - 28535 If a stock has a beta of 1. 0 and the risk free rate is 6 percent, what return would you expect when the market return is 12 percent? A) 13 .2%. B) 14 .4%. C) 12 .0%. ... 10 .55%. B) 11 .00%. C) 12 .35%. D) 7 .12 %. Question: 11 0 - 28528 An analyst observes the following return behavior between stocks X and Y. Time Period X's Return Y's return 1 7 5...