Show complete work, where appropriate, for each of the following questions. 1. 2. Security A M F Expected Return 8% 9% 2% Standard Deviation 12% 10% 0% Is security A correctly priced? If not, is there an arbitrage opportunity and how much the mispricing? (8 points) Combine M and F so that its risk is identical to security A. Call this combination "B", compute the portfolio weights and show its return. (10 points)