The following is a probability distribution for retums on securities A and M : ** Don't redo any of the parameters you calculated in parts A and B. Use them (corrected if necessary) to complete this last part of Assignment 06. tht parts (a) and (b) below are repeats of the last two parts in Assignment 06 (B). e. Calculate the beta of asset, A, given that M is the market portfolio. f. Given the beta of A apply the CAPM model to decide whether security A is overpriced or underpriced or in equilibrium. Assume that the expected return on another security, B is 6.8% and that the beta of B is 1.58 . Show whether security B is overpriced, underpriced or in equilibrium. g. Refer to part f above. Calculate the beta of portfolio, Q that constructed with 40% weight in in asset A and 60% weight in asset, B. 1. Calculate the expected return on Q and required nate return on Q according to CAPM. i. Is Q underpriced or overpriced or in equatibrium according to CAPM? j. Explain whether your answer to part i above makes sense (i.e. whether Q is overpriced or underpriced, should it be, given how Q is constructed)