Information is provided for the common stock of company X, an efficient portfolioQ, the market portfolio M, and the riskless asset. Please assume the correlation between the return of stock X and the return of the market portfolio is 0.4. Can you fill in the values of the 5 empty cells?

Expected Return Beta Standard Deviation 1.2 Stock X 2.0 Efficient Portfolio Q Market Portfolio M 8% 20% 3% 0.0 0% Riskless Asset