(a) Do all assets lie on the same SML?

(b) After drawing the SML using the information from the table above Henry is not sure whether to sell or buy these assets. What is your recommendation? Why?
 

4. Look at the table below which we obtain data from different assets, Expected return (%) Standard deviation (%) Beta red blue green yellow aggregate risky assets 40.6 46.2 14.3 19.4 104.5 84.4 54.8 59.7 2.56 2.08 0.14 1.33 23.1 29.7 1.00