Hi, can someone help me with this question especially part b. The blue is the answer

Much appreciated for your help

Question B1 The table below provides estimated features of Stock RMT and the market index for a given year: ProbabilityRTIASX200 -5% | -10% 15% | 20% State 1 30% State 2 70% The risk-free rate is 3% a) Calculate the expected returns for RMT and the ASX200 E RMT E ASX 9% 11% b) Assuming the ASX2o0 is a suitable proxy for the market portfolio, what is the CAPM alpha of RMT? Is it underpriced or overpriced? 9% 11% E RMT E ASX COV M ASX 10.0126 VAR ASX ? ??? CAPM-Er RMT | 8.3% ALPHA 0.1375 2 0.67%