Consider a market with three $($risky$)$ assets. The details on these are provided in the table here below:

$\backslash$table$[[,$Nr of shares,Price,Expected return,standard deviation$],[$A$,100,4,8,10],[$B$,300,6,12,14],[$C$,100,5,10,12]]$

Assume a correlation between any two assets to be equal to $0\mathrm{.}5.$ Furthermore, there is also a riskfree asset.

a$)$ Calculate the expected rate of return and standard deviation of the market portfolio.

$[10$ marks$]$

b$)$ Calculate the betas of the three assets.

$[10$ marks$]$

c$)$ What is the beta of the market portfolio?

$[10$ marks$]$

d$)$ What is the riskfree return implied by the returns of the assets?

$[10$ marks$]$