b. You have the following information of expected returns and betas for six assets. Assume CAPM is valid and asset X and asset Y are priced correctly. Asset Expected Return Beta 10.51 . 15.06 17.28 21.34 24.59 26.54 0.93 1.58 1.95 2.26 2.75 3.22 G) Which asset(s) is/are overpriced? Which asset(s) is/are underpriced? Please explain (22 marks) your answer in detail. (Gi) After studying the information above, Anna tells you that she can construct a portfolio containing assets A and C that would outperform asset B. Is Anna correct? Show your calculation to prove whether Anna is correct or not. (15 marks)