The market (M) and the share (I) have the following probability distributions: Probability Market Return Share J Return 0.3 18% 24% 0.4 13% 6% 0.3 19% 15% Required: a) Determine the expected rate of return of the market. % b) Determine the expected rate of return of share ). % C) Determine the risk for the market. % d) Determine the risk for share). % e) Suppose the risk-free rate is 6.5% and share) has a beta of 1.4. Determine the required return for share) by use of the CAPM. %