Assume a market that satisfies the conditions of CAPM with three risky assets and a riskless asset with po = 5%. The expected return of the market portfolio is PM = 9.5%. 1. Assume M1 =10% and 01 =10%. What is the beta of Asset 1? 2. The standard deviation of the market portfolio is 15% the beta of Asset 2 is 0.37 and its standard deviation is 0.3. What is the expected return of Asset 22 (4 d.) 3. what is the covariance between the returns of Asset 2 and the ones of the market portfolio? 4. what is the correlation between the returns of Asset 2 and the ones of the market portfolio? 5. The standard deviation of the market portfolio is 15%. 6. Assume the expected return of Asset 3 is 3% with standard deviation 30%. What is the correlation between the returns of Asset 3 and the ones of the market portfolio