Assume that: - The risk-free interest rate (i.e. the net return of the risk-free asset) =5% - Expected net return of the market portfolio =14% - The standard deviation of the net return of the market portfolio =0.15 - The covariance of the net return of a risky asset A with that of the market return is 165 . (a) Compute the beta of A (i.e. A )? (b) What is the expected net return of A