Assume the equilibrium equation shown below. What is the return on the zero-beta portfolio and the return

Question:

Assume the equilibrium equation shown below. What is the return on the zero-beta and the return on the market assuming the zero-beta model holds?

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...