The expected return and beta of five (5) stocks are given as below: Expected Return (Percent) 21.5 25 22.5 20 32 i) ii) iii) iv) Stocks Caltez Petronez Shelle Exzon Mobil Mauri Mobil Determine the least risky investment Beta 1.7 1.8 1.2 1.3 2.0 (1 mark) Using Capital Asset Pricing Model (CAPM), classify which stock is overvalued and undervalued if the T- Bills is 6 percent, risk premium is 12 percent and return on the market is 18 percent. (5 marks) Sketch the security market line using your findings in (ii). (3 marks) Interpret the relationship exist between risk and return on the basis of findings in (iii). (1 marks)