Consider a market described by the table below. The risk-free rate, rf, is 4%.

Stock	Price	Issued stocks		Cov(i, A)	Cov(i, B)	Cov(i, C)
A	58	1000	0.35	0.1225	0.0980	0.0420
B	60	1200	0.40	0.0980	0.1600	0.0400
C	140	500	0.20	0.0420	0.0400	0.0400

(a). Create a portfolio with a CAPM of 0.6 and a positive weight in the risk-free asset.

(b). Create a portfolio with a CAPM of 0.9 and zero weight in the risk-free asset.

(c). The required return of stock B, E(rB), is 14.67% and the required return of stock C, E(rC), is 8.33%. What are the required returns of stock A, E(rA), and of the market, E(rM)?