0UP8 ULs placed TIG? (6 marks) b) You are provided with the following information for investment M, RE, X, Y, z. Portfolio M represents the market portfolio and Re is the risk-free security. X, Y, and 7 arc individual securities Beta E (Return) 10% 4.0% 60% 8.0% Std. Dev 20.0% 0.0% 30:0%.. 40.0% 40% Investment RF Required: ) Determine the betas of the five investments (Assume CPM holds) (3 marks) Draw the Capital' market line (CML) and the security market line (SML) for the data described above. Be sure to place values and labets on the axes and indicate the location of M, F, X, Y, and Z. "Investments Y and Z are equally risky since they have the same standard deviation." True or False? Discuss (3 marks) iii) (2 marks)