6. The T-Bill rate is 1% and the expected market retum is 8%. Rufaro has obtained the following information for two shares: Forecast Return Beta Standard Deviation Adapt IT 10.8% 1.4 8% Huge Group 7.7% 0.8 7% (a) What is the fair return for each company according to the CAPM? (2 marks) (b) Which of these shares should Rafaro include in her well-diversified portfolio? Explain your answer fully. (4 marks) (c) Assuming Rafaro owns no other shares, which of the two shares should she buy? Explain your answer. (2 marks)