DIEL.JA Price C $45 6. Suppose the risk-free rate is 3% and the there are three risky securities with prices, expected returns, and capitalization as given in the table below: Stock Shares E) A 500 $50 0.08 BALL 200 $8011 0.05 U 1800 0.10 A. What is the total capitalization of the market 77,000 B. What are the weights of the three assets in the Wa = 0.3247 Wb = 0.2078 ket portfolio? Wc=0.4675 C. What is the expected return E(rm) = 0.0833 7. You purchase one DEF company December $72 put contract for a premium of $1.32. What is m e ble to fit