9 Question 9 Suppose that the following assets are correctly priced according to the security market line. Beta Asset Expected rate of return 1 6% 2 12% 0.5 1.5 9.1 Determine the equation of the security market line. 141 9.2 Assume that an asset 3 exists with expected rate of return 15% and beta 1.2. Construct an arbitrage opportunity 151