Just question 3

Consider an economy with four asset classes as in the following table. What are the asset weights of the "CAPM Market" portfolio? Use the weights from question 1 to determine the beta of the CAPM Market portfolio. Verify that the answer matches the prediction from the model. Add the assumption that the risk-free asset has a return of 2% and US Equity has an expected return of 10%. What are the returns of the other asset classes