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Consider below table: Asset Expected Return Standard Deviation L'Oreal 10% 20% Daimler 12% 28% Market Index 13% 12% Risk Free Asset 5% 0% Assuming that

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Consider below table: Asset Expected Return Standard Deviation L'Oreal 10% 20% Daimler 12% 28% Market Index 13% 12% Risk Free Asset 5% 0% Assuming that the returns are explained by the capital asset pricing model, calculate the betas of L'Oreal and Daimler and the risk of a portfolio holding LOreal and Daimler with an expected return the same as the Market Index return

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