c) For a portfolio that has a portfolio share of 0.9 in the NASI and 0.1 in an emerging market index. NASI has a volatility of return of 15%and an expected return of 12%. The emerging market has a return volatility of 30%and an expected return of 10%. The correlation between the emerging market return index and the NASI is 0.1 i) Compute the expected return ii) volatility of the return iii) If the NASI is a good proxy for the market portfolio in the CAPM, and the CAPM applies to the emerging market index, compute the beta and the risk premium for the emerging market index [10 marks) c) For a portfolio that has a portfolio share of 0.9 in the NASI and 0.1 in an emerging market index. NASI has a volatility of return of 15%and an expected return of 12%. The emerging market has a return volatility of 30%and an expected return of 10%. The correlation between the emerging market return index and the NASI is 0.1 V1-2-60-1-6 i) Compute the expected return ii) volatility of the return iii) If the NASI is a good proxy for the market portfolio in the CAPM, and the CAPM applies to the emerging market index, compute the beta and the risk premium for the emerging market index [10 marks]