Consider a portfolio consisting of three securities with the following information:

Security Amount Invested Beta Expected Return

A $$1$ million $1\mathrm{.}010\%$

B $$2$ million $2\mathrm{.}018\%$

C $$2$ million $0\mathrm{.}56\%$

a$.$ What is the portfolio$$s beta?

b$.$ If the CAPM holds, what is the risk$-$free rate and the market risk premium?