20. ( points Consider a world in which the assumptions of the CAPM hold. In this world, two efficient portfolios, among others are traded of these portfolios, the following is kw E(R) O(R) A 9,2% 2 B 6,8% 19,2% Market portfolio M has an expected return of 8,00% and a standard deviation of its returns of 24,00%. The risk-free interest rate is 2,00% Questions: a Calculate the risk - expressed as the standard deviation of the returns of portfolio A. Round your answer to 2 decimal places and show your calculation (3 points) b Calculate the beta of portfolio B. Round your answer to 2 decimal places and show your calculation. (3 points) Enter answer No answer submitted 20. ( points Consider a world in which the assumptions of the CAPM hold. In this world, two efficient portfolios, among others are traded of these portfolios, the following is kw E(R) O(R) A 9,2% 2 B 6,8% 19,2% Market portfolio M has an expected return of 8,00% and a standard deviation of its returns of 24,00%. The risk-free interest rate is 2,00% Questions: a Calculate the risk - expressed as the standard deviation of the returns of portfolio A. Round your answer to 2 decimal places and show your calculation (3 points) b Calculate the beta of portfolio B. Round your answer to 2 decimal places and show your calculation. (3 points) Enter answer No answer submitted