5. In an efficient stock market, there are two stocks A and B, their expected returns are 12% and 18%, and their betas are 0.6 and 1.6, respectively. Assuming the CAPM model is correct, please answer the following questions. (1) What is the risk-free rate and the expected return on the market portfolio? (2) If the beta of C stock is 1.2, its expected return is 20%. According to the CAPM model, would you choose to buy or sell C stock? If its expected return is 15%, how would you choose? (3) If the standard deviation of the market portfolio is 20%, your risk aversion coefficient is 4. According to Portfolio Theory, what percentage of your funds will you invest in the market portfolio to construct your own optimal portfolio between M and risk-free assets. What is the expected return and standard deviation of your optimal full portfolio?