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The expected annual return on stock A is twice the expected annual return on the market, and the variance of stock A is 8 times the market variance (i.e. sigma_A^2 = 8 sigma^2_m). The market portfolio has an expected annual return of 10%. The annual risk-free rate is 4%, and the CAPM holds in this market. a) Find the equity beta (levered beta) of stock A. b) What is the correlation between stock A and the market portfolio? c) If the annual market variance is 0.04, what is the annual standard deviation of the portfolio that is invested 30% in stock A and 70% in the market? What is the expected annual return on this portfolio