a. Suppose a market has only the following three risky assets: Stocks A B # of shares 20 40 30 Price per share Expected return (%) Std. Deviation (%) 5 12 30 3 10 25 4 8 20 with a correlation matrix given by B -0.6 -0.5 0.7 i. Compute the composition of the market portfolio detailing and carefully explaining your calculations. Compute the market portfolio expected retum and standard deviation and comment on the results. [10 marks] ii. Compute the CAPM beta of stock B detailing and carefully explaining your calculations. Assuming that the CAPM holds, what is the risk-free rate