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Q6. (8 points) Assume CAPM is the correct equilibrium asset pricing model. (a) (4 points) Fill in all missing values in the table below (b)

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Q6. (8 points) Assume CAPM is the correct equilibrium asset pricing model. (a) (4 points) Fill in all missing values in the table below (b) (4 points) An investor decides to invest equally into stock A,B and C. What is the total risk of his portfolio? What is the market risk? What is the non-market risk? Assume that the idiosyncratic risks are uncorrelated

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