Please provide work for 1D, thank you!

1. Assume the risk-free rate is 4% (rf= 4%), the expected return on the market portfolio is 12% (E[TM] = 12%) and the standard deviation of the return on the market portfolio is 16% (om= 16%). (All numbers are annual.) Assume the CAPM holds. a. What are the expected returns on securities with the following betas: (i) B = 1.0, (ii) B = 1.5, (iii) B = 0.5, (iv) B = 0.0, (v) B = -0.5? b. What are the betas of securities with the following expect returns: (i) 12%, (ii) 20%, (iii) -4%? What are the portfolio weights (in the risk-free asset and the market portfolio) for efficient portfolios (portfolios on the efficient frontier) with expected returns of (i) 8%, (ii) 10%, (iii) 4%, (iv) 24%. d. What are the portfolio weights (in the risk-free asset and the market portfolio) for efficient portfolios (portfolios on the efficient frontier) with standard deviations of (i) 4%, (ii) 20%, (iii) 16%. c