(40 points) A financial market with one risk-free asset and only two risky stocks A and B satisfies the CAPM exactly. Details on stocks A and B are given in the table below. The betas of stocks A and B are such that 11A=5B. Calculate the exact values of each of the following: (1) the weight vector of the market portfolio, (2) the risk-free rate rf (3) the betas of A and B, (4) the correlation between the rates of return of stocks A and B, (5) the variance of the rate of return of the market portfolio, (6) and the beta of the portfolio that is equally weighted in stocks A,B and the market portfolio. (40 points) A financial market with one risk-free asset and only two risky stocks A and B satisfies the CAPM exactly. Details on stocks A and B are given in the table below. The betas of stocks A and B are such that 11A=5B. Calculate the exact values of each of the following: (1) the weight vector of the market portfolio, (2) the risk-free rate rf (3) the betas of A and B, (4) the correlation between the rates of return of stocks A and B, (5) the variance of the rate of return of the market portfolio, (6) and the beta of the portfolio that is equally weighted in stocks A,B and the market portfolio