Assume that security returns | Business & Finance Papers

b.

Now assume that there are an infinite number of assets with return characteristics identical to those ofA, B, and C, respectively. What will be the mean and variance of excess returns for securities A, B, andC? (Enter the variance answers as a percent squared and mean as a percentage. Do not round intermediate calculations. Round your answers to the nearest whole number. Omit the “%” sign in your response.)