Don't need to graph the CML

Graph the CML below. R 05 E(Rm)# 13 o(Rm)42 The necessary numerical values are EIR) - R) 32 a) Calculate the E(R) of portfolio J which lies on the CML b) Portfolio J has two components, the risk free asset and the market portfolio What are the weights of the risk free asset and the market? 3. (continued) c) What is the Beta coefficient of portfolio J? d) Now consider an individual asset labeled i on the CML graph which has an E(R-.10 and a -.49. Calculate the Beta coefficient for asset i e) Calculate pi,m, the correlation of returns on asset i with returns on the market portfolio, M f) Show on the CML graph in part a) the amount of total risk that can be eliminated by placing asset i in a well-diversified portfolio. What percentage of asset i's total risk can be eliminated