Suppose there are three risky assets with the following betas and sigma^2_elementof j when regressed on the market portfolio. Assume elementof_1, elementof_2, and elementof_3 are uncorrelated. Suppose also that the variance of R_M - mu_f is 0.02. What is the beta of an equally weighted portfolio of these three assets? What is the variance of the excess return on the equally weighted portfolio? What proportion of the total risk of asset 1 is due to market risk