A portfolio of shares in the Banking industry (B) has a beta equal to 2 times the beta of the market portfolio and an expected return of 18%. The risk-free asset rate is 5%. If this information has been obtained through CAPM, determine:

a) The expected return of a share of an energy company (E) that has a beta equal to the beta of the market portfolio.

b) The expected return of a share of a technology company (T) that has a beta equal to 2.5.

c) The expected profitability and the beta of a portfolio (P) made up of: (i) the portfolio of the banking industry (B), (ii) the share of the energy company (E), and (iii) the technology company stock (T); each with equal weights.

d) Plot the stock market line and show the results obtained in (a), (b) and (c).