b. Suppose a market has only the following three risky assets: Stocks A # of shares 10 10 20 Price per share 10 20 Expected return (%) Std. Deviation (%) 9 25 B 8 20 5 10 30 with a correlation matrix given by I B 0.7 C -0.8 -0.7 i. Compute the composition of the market portfolio detailing and carefully explaining your calculations. Compute the market portfolio expected return and standard deviation and comment on the results. [8 marks) ili. Compute the CAPM beta of stock A detailing and carefully explaining your calculations. Assuming that the CAPM holds, what is the risk-free rate