G&G B read has estimated the following contingent returns:

A$.$ Calculate the expected returns on the stock market and on G&G$.$

B$.$ Calculate the Covariance between the stock market return and G&G

C$.$ If the risk free rate of return and the risk premium are $5\%$ and $6\%$ respectively, calculate

the RRR for G&G Using CAPM.

D$.$ If you have to construct a portfolio of G& G shares and Risk free investment; calculate

portfolio return and portfolio beta, assuming one $-$third $(\frac{1}{3})$ to be invested on a risk

free investment?