Suppose CAPM assumptions hold. Suppose you 1 on are given the A and B traded in a market M other Rollowing regarding tavo assets Era = 10.5% and BA = 0.7 Evb 19% and BR = 1.2 & Compute the expected rate of return on the Market m and the risk-free rate Suppose you decided to invest 30% of your wealth in A, 30% in B and 40% in the risk- free asset. What is the expected rate of relurn and the beta of the constructed protfolio ? Suppose you decided to revise the previous protfolio as follows bell some of your hoblings of the risk free asset and use the proceeds achieve a to buy the market portfolio in order to target rate of return of 12.55%. Characterize this new portfolio, ic, find the weights of the assets in this new portfolio and it's beta coefifficient