1. Firm A has expected return of 12% and beta of 1.5. Firm B has beta of 1 and alpha of 1%. What would be the expected return of the market portfolio and the risk free rate according to the capital asset pricing model (CAPM)? (6 points) 1. Firm A has expected return of 12% and beta of 1.5. Firm B has beta of 1 and alpha of 1%. What would be the expected return of the market portfolio and the risk free rate according to the capital asset pricing model (CAPM)? (6 points)