**Return and Risk: The Capital Asset Pricing Model**

91. What is the expected return on this portfolio?

A. 9.50%

B. 9.67%

C. 9.78%

D. 10.59%

E. 10.87%

111. The expected return on GenLabs is:

A. 3.3%

B. 8.5%

C. 12.5%

D. 20.5%

E. None of the above.

112. The variance of GenLabs returns is:

A. .0207

B. .0428

C. .0643

D. .0733

E. None of the above.

123. Why are some risks diversifiable and some nondiversifiable? Give an example of each.