Questions 13 to 20 rely on the information given in this question. (2 points) Stock Average return Standard deviation Market Capitalization (in Strillion) $8.5 $13.0 $78.5 Y Z 10% 13% 16% 15% 25% 20% Stock Y Z Variance covariance matrix X Y 0.0225 0.0150 0.0150 0.0625 0.0060 0.0150 Z 0.0060 0.0150 0.0400 Suppose that the entire economy (valued at $100 trillions) of a country is made up of stocks X, Y and Z. The risk-free rate is 8% In the lecture (and also in the group assignment), one of the variables required to construct the efficient frontier is A, which is defined in the formula below. Calculate A, and write your answer (in 3 decimals e.g., 4.123) in the box provided below. You don't have to show your working. A =l'V-le=e'v-?1 16 The generic formula for the Security Market Line (SML) can be written as follow: E(R) = c + px where "c" and "p" are the intercept and slope of the equation, respectively; E(R) is the expected return on the security, and "x" is the independent variable (i.e., the x-axis of the line) Calculate and write down the estimate of "p" in percentages and in 1 decimal (e.g, 10.5%) in the box provided below. You don't have to show your working. * (2 points) Enter your