Assume a perfect world regarding the CAPM assumptions. Two assets have the following

data.

CAL: R$=4+$ SD$*2\mathrm{.}35$; SML: R $=4+$ B$$ta$*5,54$

Asset A has an expected rate of return of $7\%,$ with a variation of $2,25$

Asset B has an expected rate of return of $9\%$ and a variation of $3,{24}_{{?}_{?}}$

A combination of $70\%A$ en $30\%$ B is efficient, the B$$ta of this combination is ${65}_{{?}_{?}}$

Required

What is the SMLR and beta of the asset?

What is the Rmp$,$ beta, and expected return of the asset?

What is the expected return of the asset given the risk$-$free rate, market

premium, and standard deviation of the asset?

Calculate the total risk for the asset A&B$.$

Calculate the un$-$systematic risk of asset A&B$.$

What will happen to the price of asset A&B when investors find out that the

return will be close to $7\mathrm{.}5\%$