1. Consider the following data about two assets A and B and the market portfolio M a) Calculate the beta of the market b) Calculate the beta of the risk free security (tbills) c) Calculate the standard deviation of t-bills d) Calculate beta of asset A e) Calculate the correlation of A's return with the markets AM f) If beta of asset B=2.0 calculate the ( standard deviation) of B 's return g) Suppose you have a portfolio of t-bill and security A only your XA=0.5 what is the return on the portfolio and what is the standard deviation of the portfolio