Question $9$: CAPM, SML

Information is provided for the common stock of company $x,$ an efficient portfolio $Q,$ the market portfolio $M,$ and the riskless asset. Please assume the correlation between the return of stock $x$ and the return of the market portfolio is $0\mathrm{.}4.$ Fill in the values of the $7$ empty cells below. Show your work.

$\backslash$table$[[,$Expected Return,Beta,Standard Deviation$],[$Stock X$,,1\mathrm{.}2,],[$Efficient Portfolio Q$,,2\mathrm{.}0,],[$Market Portfolio M$,8\%,,20\%$