Assuming that the returns are explained by the capital asset pricing model, calculate the betas of LOral

Assuming that the returns are explained by the capital asset pricing model, calculate the betas of L’Oréal and Daimler, and the risk of a portfolio holding L’Oréal and Daimler with an expected return the same as the Euro Stoxx 50 Index return. (20 marks)

Below, you are given the expected returns and standard deviations of L’Oréal and Daimler AG, the Euro Stoxx 50 Index of largest Eurozone firms, and the risk-free asset.
Asset Expected Return (%) Standard Deviation (%)
L’Oréal 16 30 Daimler 12 25 Euro Stoxx 50 13 12 Risk-free asset 3 0