Assume that the CAPM is valid and that the risk premium on the market portfolio is estimated at 5% with a standard deviation of 25%, while the risk free rate is 0.5%. a) Stock A has a standard deviation of 35% and its correlation with the market is 0.5. i) What is the beta value of stock A? ii) What is the expected return on stock A? b) Assume that stock B has zero correlation with the market. i) What is the expected return on stock B? ii) Is it possible to construct a portfolio with a beta value of 0.9 based on invest- ments in stock B and the market portfolio? c) Portfolio C invests 80% in stock A and 20% in stock B. What are the beta value and expected return on portfolio C