2.1. In the fairyland Island, the market risk premium is 7,5%, with standard deviation of market return of 15% and a riskfree return of 3,5%. In this market we can invest in the securities A,B and C with the following characteristics: a) Which security has highest market risk? Justify your answer ( 0,5 points) H) Which security has lowest total risk? Justify your answer ( 0,5 points) 4) Calculate the expected beta of this portfolio and its expected return, assuming CAPM is valid. ( 1,0 point) A Calculate the unsystematic risk associated to security B. (1,0 points)