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Question 4- CAPM (10 points) Suppose you know the following information from the financial markets: Asset Expected return Volatility Risk-free bonds 2% 0 Market portfolio 8% 15% Orion stock 10.4% 30% Part A (5 points): What is the beta of Orion? The beta of the company is Show your work Part B (5 points): What is the correlation between the return of Orion shares and that of the market portfolio? The correlation is Show your work