Portfolio's standard deviation, bata and CAMP related.

The variance-covariance matrix of the "X", "Y" shares and the market portfolio is the following: Market 189 200 225 324 240 189 400 240 Market 200 a) How much are the standard deviations of the shares and the market portfolio? b) What are the respective betas of the shares and the market portfolio? c) According to the CAPM, how much are the expected rate of returns on the shares, respectively, if the risk-free interest rate is 12% and the expected rate of return on the market portfolio is 20%