I don't think any of my answers are right so please answer all thank you!

Problem 2 (50 points): Four of your best friends from college are now mutual fund managers (maybe you should have kept in touch after graduation). The risk-free rate was 3 percent and the S&P 500 market risk premium was 12 percent for 2020. Using the Capital Asset Pricing Model, provide the benchmark Security Market Line predicted return for each fund and its over/under performance in 2020 and place the answers in the table below. Fund Manager 2020 Performance BETA Standard Deviation SML Predicted Retum Over/Under Performance 3.0% Risk-Free Rate 12.0% Market Risk Premium Devo Grodge MsMo SpaceMan 8% 19% 11% 10% 0.55 1.20 0.50 0.80 11.0% 9.0% 3.0% 4.8% 9.6% 17.4% 9.0% 12.6% a. Which of your friends has the fund with the highest market risk? The highest total risk? Highest Market Risk Grodge Highest Total Risk Devo b. Compared to the SML benchmark, which of your friends had the best performance? The worst? Best Performance Ms Mo???? Worst Performance c. You have estimated that MsMo will provide a return of 9% for investors in 2021, while the risk-free rate is 5 percent and the S&P 500 market risk premium is 9.0 percent for 2021. Given these estimates, do you feel that Ms Mo will out-perform or under-perform the CAPM market benchmark? Market Benchmark = 9.5% Highlight One: Out-Perform Under-Perform d. You have decided to invest 25% of your funds with each of your friends. What will be the beta of your investment portfolio adopting this strategy? Beta = 0.7625