Please help solve problem 12 and 13

12. Using CAPM A stock has a beta of.93, the expected return on the market is 10.9 percent, and the 13. Using CAPM A stock has an expected return of 11.3 percent, the risk-free rate is 2.8 percent, and the 14. Using CAPM A stock has an expected return of 11.8 percent, its beta is 1.13, and the risk-free rate is 15. Using CAPM A stock has an expected return of 11.5 percent, a beta of 1.09, and the expected return 16. Portfolio Returns Using information from the previous chapter on capital market history, determine the risk-free rate is 2.7 percent. What must the expected return on this stock be? market risk premium is 6.9 percent. What must the beta of this stock be? 3.1 percent. What must the expected return on the market be? on the market is 10.8 percent. What must the risk-free rate be? return on a portflio that is equally invested in large-company stocks and long-term government bonds. What is the return on a portfolio that is equally invested in small-company stocks and Treasury bills? 17. Using the SML Asset W has an expected return of 10.9 percent and a beta of 1.20.If the risk-free rate is 2.4 percent, complete the following table for portfolios of Asset W and a risk-free asset.Illustrate the relationship between portfolio expected return and portfolio beta by plotting the expected returns against the betas. What is the slope of the line that results? PERCENTAGE OF PORTFOLIO IN ASSET W 8 8 9 PORTFOLIO EXPECTED RETURN PORTFOLIO BETA 0% 3