Assume in a CAPM equilibrium: the risk-free rate is 2%; the expected return of the market portfolio is 10%; the variance of the market portfolio is 20%. Suppose the expected return of asset X is 18%, calculate the beta of X and the covariance between X and market portfolio. O a. 2; 40% O b. 3; 60% O c. 1; 20% O d. 1.5; 30%