Question 5 [10 Marks] Table 3 shows the information of the mean return, Beta, and unsystematic risk (2) for six securities. Assumed that the systematic or market risk, = 25. Table 3 Security Mean Return (R) Beta(i) Unsystematic Risk () A 18 1.5 40 B 12 0.8 15 C 14 1.4 30 D 16 1.3 20 E 19 1.6 35 F 21 2.0 50 a. Explain the meaning of Beta, unsystematic risk, and market risk. b. What is the optimum portfolio assuming no short sales if RF = 5%? C. What is the optimum portfolio assuming short sales are allowed is RF = Note: Formula to calculate the cutoff rate; Z; and Xi =1 Ci = (Rj-RF)Fj 1+ =1 B2 ; Z = 1 (R-RF - C+); Zi 5%?