(i) The risk-free rate of return is 6% and the return on the market portfolio is 9.5%. What is the expected return from shares in companies in Zambia and South Africa if: (1) The beta factor for company Zambia shares is 3.25. [2 Marks] (2) The beta factor for company South Africa shares is 0.90. [2 Marks] (ii) The return on shares of company Zambia is 12%, but its normal beta factor is 1.12. The risk-free rate of return is 6 % and the market rate of return is 9%. Calculate the abnormal return (alpha factor). [6 Marks]