Question7 Refer to the following data Asset i PM Oi 0.6 0.20 0.8 0.25 of which A , denotes the correlation coefficient of asset i ith the market portfolio M. In addition Er -o12 2:001. and the risk-free rate-006. (Keep 4 decimal places to all answers, e.8.xxx.1234) (a) Compute betas for 0) Asset A ii) Asset B. (ii) An equally weighted portfolio of assets A and B (b) Compute the expected rate of return according to the CAPM for ) Asset A (i) Asset B The portfolio indicated in (a)(ii). Determine if each of the following assets is efficient. ) Asset A for efficient. "N" for not) (i) Asset "Y" for efficient, "N" for not)