$4.$ Consider the following information $($show your calculations$)$:

Security Beta E$($R$)$

A $1\mathrm{.}050\mathrm{.}11$

B $0\mathrm{.}800\mathrm{.}092$

Assume these securities are correctly priced. Based on the CAPM, what is the expected return on the market portfolio? What is the risk$-$free rate? $(6$ points$)$