Assets A & B have standard deviations of 21% and 25% respectively and have a correlation coefficient of .65. The expecte

[answerhappygod]

Assets A & B have standard deviations of 21% and 25%
respectively and have a correlation coefficient of .65. The
expected return of A is 15% and the expected return of B is 16%.
The market portfolio has a standard deviation of 22%. The
correlation between A and the market portfolio is 0.35 and the
correlation between B and the market portfolio is 0.45. Which of
the following is correct regarding the beta of portfolio A and beta
of portfolio B? Group of answer choices
beta A = 0.24; beta B = 0 .36
beta A = 0.33; beta B = 0.51
Cant tell from the information given - you need the return data
to run regressions to determine the betas of A & B
beta A = 0.95; beta B = 1.14
beta A = beta B = 1