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During the lectures we talked about the Capital Asset Pricing Model [CAN-1}. Assume for this question that It holds. If you need it In the question, you can assume that log returns are oonsldered. An investor holds a portfolio that consists of two risksr assets [asset A and El} and the risk free rate. In addition, the annual expected excess return on the market portfolio equals 5.50% with a volatility of 13% and the risk free rate is 2% annually. In addition. there Is information about the oovarlanoes of the assets shown in the following ta tile. Risky asset A Risky asset E Market Portfolio Risky asset A . U-'l 15 011154 Risky asset B . . 12111115 Market Portfolio Moreover. the correlation between asset A and the market portfolio is 0.95 and the correlation oehveen asset El and the market portfolio is 121.53. The investor invests EIEDJEIU in each of the risky assets A and El and goes short in the risk free deposit to the amount of cso.ooo. 11-.Is ls referred to as the total lnvestrnent portfolio {TIP}. In addition. It Is possible to construct a rlslcy portfolio that oonslsts of risky assets A and B in an equally weighted fashion and this portfolio ls referred to as RP. a]: calculate the monthly expected returns of the portfolios PP and TIP. o} Calculate the monthly volatility of the portfolios RP and TIP c] Draw a picture of the security market fine. including the correct position of the risky assets A and B. the portfolios RP and TIP and the market portfolio. d} Draw a picture of the capital mark-st line. including the correct position of the risky assets A and B. In addition, you should also put a sketch of the meanvariance frontier In the picture as well. e} 1lI'llhen considering both pictures you drew in c} and d}. explain why in the context of the CAPM only systematic market risk is priced {you can only use a maximum of 5 lines in your answer}