Considering the following information and that the CAPM holds: a) (5 marks) Complete the missing values in the table above. b) (5 marks) The stock of firm A is forecasted to pay a dividend of f10 in one year and this dividend is forecasted to grow at a rate of 3% per annum thereafter. What is the current price of Stock A? c) (5 marks) Consider a Portfolio C which consist of an equally weighted investment in Stock A and Stock B. The correlation between the returns of Stock A and Stock B is zero. Calculate the expected return and the standard deviation of this portfolio. d) (5 marks) Can you construct a portfolio with the same standard deviation as Portfolio C but with a higher expected return? If so, describe this portfolio composition and calculate its expected return. e) (5 marks) Using your answers to the previous questions discuss the optimality/efficiency of the Market Portfolio and Portfolio C. (Maximum 5 lines)