By 2023, after 2 years of frenzied merger activity, only two giant conglomerates remain on the New York Stock Exchange. For convenience, we will label these firms A and B. Each accounts for half the value of the market portfolio. You are given the following data (annual, in percentages): Firm A Firm B Expected rate of return Standard deviation of rate of return 23 13 40 24 The correlation coefficient of A and B is 0.8. (a) What is the expected rate of return on the market portfolio? (b) What is the standard deviation of the market portfolio? (c) What are the betas of stocks A and B with respect to the market portfolio? (d) Assume the risk free rate is 10 percent. Are the expected rates of return on A and B consistent with CAPM