Refer to the capital asset pricing model (CAPM) when answering the following Guestichas E(Rj)=Rf+j(RmRF) a. The expected return on a firm's stock is 148: the overall market recum is hall firat estimate. The price of the stock is 27% less volatile than the market Calculate the risk-free rate. Is there anything unusual about your result? Briefly calculatien forme answer. ( 4 marks) b. A stock is expected to generate a 16.7% retum. Savings accounts are offering 3.67%, and are currently the lowest rates in the market. The standard market return is 36.70. 13.9%. What is the systematic risk of investing in the company's stock? By how much is the price of the stock more (or less) volatile than the market? (4 marks) c. What is the risk of a portfolio with a perfectly negathve correlation that exists among its assets? Explain your answer. ( 2 marks)