The following information is provided for a stock market: Security iM 2.0 0.5 0.8 0.2 0.6 20% 14% 3% 22% 0.016 0.02 0.4 Notation covariance between the rate of return on asset i-A, B. C, D and the market rate of return i standard deviation of the rate of return on asset-A, B, C, D M-correlation coefficient between the rate of return on asset i and the return on -=expected rate of return on asset i. (a) Fill in the blanks in the above table. Make sure you justify the calculation of the the market portfolio. missing values. Compare the behaviour of the four assets in terms of their systematic risk. (b) Construct an equally weighted portfolio comprising of all four securities. Calculate the expected rate of return and the beta of the newly constructed portfolio