for each of these options, calculate the portfolio weights required and the portfolio standard deviation. Show that assets A and B are priced according to the capital asset pricing model and, in the light of this result, comment on your findings

B 60 M 0 Portfolio weights systematic risk and unsystematic risk [LO 8] The table provides data on two risky assets, A and B, the market portfolio Mand the risk-free asset F. Asset Expected return (%) A . B M F 10.8 324 60 48 0 15.6 289 96 0 14.0 48 96 80 F 6.0 0 0 0 0 An investor wishes to achieve an expected return of 12 per cent and is considering three ways this may be done: a) invest in A and B b) invest in B and F c) invest in M and F