Assume the following risk return possibilities for 10 different portfolios, Portfolios A B 9% 1.5% 2 9 10 10 D E F 12 3 4 4 5 5.5 6 H 11.5 13.5 13 15 14.5 1 J 7 7.8 you are required to a. Develop an efficient frontier and find the best risk return trade off. (20 marks) b. Evaluate the optimum portfolio for an investor in terms of indifference curves and the efficient frontier. (20 marks) C. Do portfolios exist above the efficient frontier? Why or why not (10 marks) d. Are betas of individual stocks necessarily stable overtime? (10 marks ) e. Indicate the type of risk associated with individual security. Which is risk is not to be compensated for in the market place under the Capital Asset Pricing Model, Why? ( 20 marks)