The expected return on the ith asset is given by: E(Ri) = Rf + (E(RM) - Rf) a. What is the expected return on the ith asset where Rf = 0.08, i = 1.25 and (E(RM) = 0.14? b. What is the expected return on the market portfolio where E(Ri) = 0.11, Rf = 0.08 and i = 0.75? c. What is the systematic risk of the ith asset where E(Ri) = 0.14, Rf =0.10 and E(RM) = 0.15