1. Assume that the distribution of the return rates of Company A and broad market M is as follows: Economic boom Probability of occurrence RA RM Prosperity Normal Retreat 1/4 20% 10% 1/2 1/4 7% 0% 0% -4% (a) The correlation coefficient between A stock and M? Beta value of A stock? (b) Assuming M does not include A shares, then 50% buys M and 50% buys A. The standard deviation of portfolio P? (c) If CAMP is established, the risk-free interest rate is 1%, please calculate the necessary return for A shares according to Prate. Is the stock price of A stock in equilibrium? How to adjust if the stock price is not balanced?