2. In a market where the assumptions of the Capital Asset Pricing Model hold, there are two risky assets with the following attributes: Security AB Expected return (p.a.) 22% ; 15% (i) Determine the composition of the market portfolio with expected return 18% per annum. (02 marks) (ii) (ii) Calculate the beta of each security under the assumption that the risk-free rate of interest is 10% per annum. (01.50 + 01.50 marks) 2/4