The current rate of return on the market index is 28%, the rate of return on the 52-week T-bills is 6.5%. a) Assuming that the following securities exist in this market, mark (sketch as accurately as possible) their position on a chart (market risk /systematic/ vs. rate of return) in relation to the Security Market Line: Security Expected rate B of return A 23% 0,8 B 31% 1,1 12% 0,2 b) In each case explain what means the position of instrument on a chart. c) Use instruments A and B to construct an example of portfolio that it is well-priced according to the CAPM model - provide the shares of instruments A and B in such portfolio as well as expected return and B