The rate of return on the market portfolio is 22%, the risk of the market portfolio is 35%, the rate of return of a well- valued asset on this market is 23.9% and its 'beta' coefficient is 1.1. Please calculate the risk free rate on this market. a. 0% O b. 3% O c. 3.5% O d. not possible to calculate/indicate (not enough information). The investor yesterday took a short position in 10 futures contracts for WIG20 index on the Warsaw Stock Exchange (remember about proper multiplier). The price of the contract was 1990. Today the price of this contract at the end of a day is 1999. If the amount of the maintanance margin is 7.5% of the contract value, and the amount of the initial margin is 120% of the maintanance margin, what amount the investor has today on the margin account after a marking-to market procedure: a. 28050 PLN O b. 34020 PLN O c. 1701 PLN O d. 17010 PLN