Suppose the riskfree rate in the market is 4%, the expected refurn of the market portfolio is 10%, and the standard deviation of the market portfolio is 25%. the gollowing data is available for 2 securities (in the image attached)

1) what is the beta and expected return of each securities?

2) suppose an investor invests 2/3 of his wealth in firm 1 and 1/3 in firm 2, what is the beta and expected return of his portfolio?

Firm Cov(R:,R) 1 20% 0.04 2 15% 0.08