$2.$ Consider a world with only two risky assets, A and B$,$ and a risk$-$free asset. Stock A has $275$ shares outstanding, a price per share of $$2\mathrm{.}95,$ an expected return of $17\%$ and a volatility $($standard deviation$)$ of $27\%.$ Stock B has $230$ shares outstanding, a price per share of $$5\mathrm{.}33,$ an expected return of $9\%$ and a volatility $($standard deviation$)$ of $14\%.$ The correlation between the stock is $0\mathrm{.}57.$ Assume that CAPM holds.

A$.$ What is the expected return on the market portfolio?

B$.$ What is the volatility of the market portfolio?

C$.$ What is the beta of each stock?

D$.$ What is the risk$-$free rate? Is it a realistic value?