Consider the following information about two stocks (D and E) and two systematic risk factors ( 1 and 2): Assuming that the risk-free rate is 5%; 1- Calculate the risk premium for each systematic risk factor that are consistent with the reported values for the factor betas and the expected returns for the two stocks. 2- Based on the values of risk premiums that you calculated in part 1 above, calculate the expected return for stocks A and B which have the following betas; 1) Compute the abnormal rates of return for the following stocks during period t based on both market-adjustment process (ignore systematic risk) and risk-adjustment process. 2) If the weak-form of the efficient market hypothesis is valid, must the semistrong-form also hold? Conversely, does semistrong-form efficiency implies weak-form efficiency? Explain briefly. 3) Suppose that insider high-level managers are making abnormal rates of return on investments in their company's stock. Would this be a violation of weak-form market efficiency? Would it be a violation of strong-form market efficiency? Explain briefly