a. The expected return on Mike's Seafood shares is 13.8 per cent. If the expected return on the market is 9 per cent and the beta for Mike's Seafood is 1.6, then what is the risk- free rate? (3 marks) b. Aquaman Stock has exhibited a standard deviation in share returns of 0.6, whereas Green Lantern Stock has exhibited a standard deviation of 0.7. The correlation coefficient between the share returns is 0,2. What is the standard deviation of a portfolio composed of 60 per cent Aquaman and 40 per cent Green Lantern? (4 marks)