The Capital Asset Pricing Model and the security market line

Keith holds a portfolio that is invested equally in three stocks $(w_D=w_A=w_{\text{I}}=\frac{1}{3}).$ Each stock is described in the following table:

$\backslash$table$[[$Stock$,$Beta,Standard Deviation,Expected Return$],[$DET$,0\mathrm{.}7,25\%,8\mathrm{.}0\%$