Q2. (a) You have provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: Security Expected Return Standard Deviation Correlation Beta Shell 0.1 0.31 (I) 0.85 Petronas 0.14 (II) 0.5 1.4 BHP 0.16 0.65 0.35 (III) The Market portfolio 0.12 0.2 (IV) (V) The risk-free asset 0.5 (VI) (VII) (VIII)