Imagine an economy that is only made of two stocks and a risk-free security, with the following data. You also know that the correlation coefficient between Stock A and Stock B is 1/3, and assume the CAPM holds. What are the expected return and standard deviation of the market portfolio? What is the beta of Stock A? What is the risk-free rate? What is the expected return of an efficient portfolio that has the same standard deviation as Stock A? What is its beta