I'm not sure how to solve this question, can you please show me a detailed response?

Thank you!

Suppose the risk-free return is 2.8% and the market portfolio has an expected return of 11.6% and a volatility of 13.6%. Merck & Co. (Ticker: MRK) stock has a 21.1% volatility and a correlation with the market of 0.053. a. What is Merck's beta with respect to the market? b. Under the CAPM assumptions, what is its expected return? a. What is Merck's beta with respect to the market? Merck's beta with respect to the market is D. (Round to three decimal places.)