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please show all working thanks FINANCE 261 Question 1 (10 marks) The table below contains forward looking (ex-ante) estimates of total returns under three different

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FINANCE 261 Question 1 (10 marks) The table below contains forward looking (ex-ante) estimates of total returns under three different states of the world. The risk-free rate is 4%. State Good Normal Bad Probability 0.3 0.5 0.2 Return on ABC 20% 10% -5% Return on Market 10% 8% 0% a) Calculate the CAPM beta for ABC

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