Suppose that the risk-free interest rate is 0.023, that the expected return on the market portfolio is mu M = 0.10, and that the volatility of the market portfolio is sigma_M =0.12. What is the expected return on an efficient portfolio with sigma_R = 0.05? Stock A returns have a covariance of 0.004 with market returns. What is the beta of Stock A? Stock B has beta equal to 1.5 and sigma_epsilon = 0.08. Stock C has beta equal to 1.8 and sigma_epsilon = 0.10. What is the expected return of a portfolio that is one-half Stock B and one-half Stock C? What is the volatility of a portfolio that is one-half Stock B and one-half Stock C? Assume that the epsilon s of Stocks B and C are independent