c) Consider the following table that provides some important annual data regarding two particular shares A and B which have a correlation coefficient of p=-0.70: Market Required Standard Weights return Return (k) Deviation Security A 10% 12% 37% Security B 7% 6% 63% The risk-free rate is 3% and the expected rate of return on the market is 7%. i) What are the betas of the two stocks? Interpret your findings both qualitatively and quantitatively (word limit: maximum 100 words). [10 marks] ii) What is the beta of the portfolio created by combining the two shares, according to the weights given in the table? [10 marks] iii) What are the expected rate of return and standard deviation of the portfolio? [30 marks]