Suppose there are three risky assets with the following betas and o, when regressed on the market portfolio. j Bi 1 0.7 0.010 20.8 0.025 3 0.6 0.012 Assume 1, 62, and 3 are uncorrelated. Suppose also that the variance of RM - Hf is 0.02. (a) What is the beta of an equally weighted portfolio of these three assets? (b) What is the variance of the excess return on the equally weighted portfolio? (c) What proportion of the total risk of asset 1 is due to market risk