Please clearly show the calculations for all of this question, specifically the covariance table. Please write out the formula for each one in the covariance table in a very easy to understand way.

Q: CAPM$-$Based Risk and Return ExpectationsFill in the first row of the following table $($the expected returns$)$ based on the single$-$factor CAPM,

assuming that the market portfolio has an expected return of $10\%$ and consists of equal one$-$third

shares of stocks, bonds, and real estate, and assuming that the risk$-$free interest rate is $5\%.$