I only need parts h, i, and j answered please

The following is a probability distribution for returns on securities A and M : ** Don't redo any of the parameters you calculated in parts A and B. Use them (corrected if necessary) to complete this last part of Assignment 06 . *** parts (a) and (b) below are repeats of the last two parts in Assignment 06 (B). a. ASsume that security M is actually the market portfolio and that your expectations about the market are correct. Assume that the risk-free rate, RF is 2.60%. Assume an investor divides his available investable capital of $200,000 between F and M such that S50,000 is in F and the rest is in M. Calculate the expected return on the combined portfolio, C thus formed. (Don't use the CML equation yet. That's coming in part c. Please don't ignore this). b. Calculate the standard deviation of portfolio, C formed in part a (again no CML yet). c. Now, use the CML relationship and your answer to part b above to calculate the required rate of return on the combined portfolio, C. d. Compare the answer to part c to the answer in part a above. What do you notice? How do you explain what you notice? e. Calculate the beta of asset, A, given that M is the market portfolio. f. Given the beta of A apply the CAPM model to decide whether security A is overpriced or underpriced or in equilibrium. Assume that the expected retum on another security, B is 6.8% and that the beta of B is 1.58. Show whether security B is overpriced, underpriced or in equilibrium. g. Refer to part f above. Calculate the beta of portfolio, Q that constructed with 40% weight in in asset A and 60% weight in asset, B. h. Calculate the expected return on Q and required rate return on Q according to CAPM. i. Is Q underpriced or overpriced or in equilibrium according to CAPM? j. Explain whether your answer to part i above makes sense (i.e. whether Q is overpriced or underpriced, should it be, given how Q is constructed)