Please answer all of the following and show detailed calculation process. Thank you so much. I will give you upvote.

You have a $1,000 portfolio which is invested in stocks A and B plus a risk-free asset. $400 is invested in stock A. Stock A has a beta of 1.3 and stock B has a beta of 0.7. How much needs to be invested in stock B if you want a portfolio beta of 0.94? A. $600 B. $543 C. $482 D. $268 E. $0 A stock with a beta of zero should be expected to: A. have a rate of return lower than the risk-free rate. B. have a rate of return equal to the market rate. C. have a rate of return equal to zero. D. have a rate of return equal to the one. O E. None of the above You want your portfolio beta to be 1.20. Currently, your portfolio consists of $100 invested in stock A with a beta of 1.4 and $300 in stock B with a beta of 0.6. You have another $400 to invest and want to divide it between an asset with a beta of 1.6 and a risk-free asset. How much should you invest in the risk-free asset? A. $0 B. $140 C. $200 D. $320 E. $325 The beta for the market portfolio is closest to: O A. 1 B. O C. Unable to answer this question without knowing the market's expected return. D. Unable to answer this question without knowing the market's volatility. E. Unable to answer the question without knowing the covariance of the market return with itself. According to the CAPM, which of the following statement is true: A. You would never invest in a risky security that has a return lower than the risk-free rate B. You would never invest in a risky security that pays a return lower than the minimum variance portfolio. C. You would never invest in a security that has a beta>1. D. The Jensen's alphas are all equal to zero. E. None of the above