A financial analyst made the following predictions for next year: Expected market rate of return 14% Rate of return on treasury bills 8% Standard deviation of the market rate of return 8% Firm A's share price in one year $70 Correlation coefficient between the returns of A and the market 0.70 Standard deviation of firm A's rate of return 10%

You have a Capital of $5000 and you borrow $3000 at the risk-free rate (8%) in order to invest $8000 in the market portfolio. Determine: The expected rate of return on your portfolio The beta coefficient of your portfolio The standard deviation of your portfolio's rate of return.