The probability distribution of retums on Genesis Therapeutics and Proxis Therapeutics stock are provided below. Frieda holds a Portfolio F made up of 45% invested in the Genesis stoc and the remaining in the Proxis stock Probability Genesis Proxis 0.30 12% 11.6% 0.30 7% 8.1% 0.40 4.5% 9.5% Expected Return 7.5% 9.71% Standard Deviation 3.1225% 1.3664% Beta 0.49 0.38 The risk-free rate of return is 5.98% and the market risk premium is estimated to be 5.2%. a) Compute the expected retum and standard deviation of returms on Portfolio F. b) Has Portfolio F achieved any diversification? Briefly explain why or why not. c) What is the beta of Portfolio F? d) Using CAPM, what is the required rate of retum on Portfolio F? e) Will the expected market price of Portfolio F be higher or lower than its intrinsic value?