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3. There are two portfolios, A and B. Portfolio A has an average return of 11% per year, and a market beta of 1.5. Portfolio B on the other hand has a Sharpe ratio of 0.3 Assume that CAPM holds, and the risk-free rate is 2%. (a) Find the expected excess return of the market portfolio. (b) If the market has a Sharpe ratio of 0.5, find the correlation between the returns of portfolio B and the market portfolio (c) Suppose there is an asset C, which is perfectly negatively correlated with asset B, and has a covariance of 0.036 with the market portfolio. What is the standard deviation of stock C? d) What should be the expected return of stock C for it to be correctly priced by CAPM