5. (25 points) You arrive late for class and all you see on the board is the following table, with some missing information (cells with a question mark). Asset Beta Volatility Expected Return 16% 8% B Risk-free asset Market portfolio ? 0.5 ? 2 Correlation with the market 0.75 ? 0 1 ? 50% ? 20% 4% ? Assume that the two stocks are correctly priced. a. (15 points) Fill in the missing information, that is, compute: the beta and the volatility of stock A, the correlation of stock B with the market, the beta and the volatility of the risk- free asset and the expected return and the beta for the market portfolio. b. Consider a portfolio invested 60% in Stock A and 40% in Stock B. i. (5 points) What is the beta for this portfolio? ii. (5 points) What is the expected return ch this portfolio