Suppose firms X, Y and Z have the expected returns and betas shown below: Company Expected Return Beta Firm X 5.88% 0.41 Firm Y 13.20% 1.07 Firm z 17.82% 1.52 The risk-free rate is currently 4.10% and the market risk premium is 8.50%. A) According to CAPM, what rate of return each year should investors require as compensation for investing in Firm X? % (Round your answer to two decimal places) B) According to the SML, is Firm X currently undervalued, correctly priced, or overvalued? O(No answer given) Oundervalued Ocorrectly valued Oovervalued G) What would the market risk premium have to be in order for Firm X and Firm Z to be correctly priced relative to each other? (You may ignore Firm Y. Round your answer to two decimal places) % H) What would the risk-free rate have to be in order for Firm X and Firm Z to be correctly priced relative to each other? (You may ignore Firm Y. Round your answer to two decimal places) %