Please note, the data necessary to calculate the intermediate quantities is within the table provided. Thank you.

(6 points) Assume a risk-free rate of 1.5%. Answer the questions below using the information in the following table: Table 1: default Portfolio Expected Return 3.2% 8.1% 9.8% 5.1% 10.7% 4.8% Standard Deviation 2.7% 9.9% 3.7% 6.2%17%6.1% A |B |C - - (a) Among the portfolios in the table, which one is closest to the market portfolio? Justify your answer (b) Plot the capital market line (CML) based on your answer in part (a). o) For portfolo C, what is the portfolio risk premium per unit of portolio riaki (d) Suppose we are willing to make an investment only with -6.2%. Is a return of 6.5% a realistic expectation for us