The Triple Happiness Mutual Fund's investment portfolio previously included only risk-free assets (say, U.S. T-bills), and a well-diversified (market) portfolio [say, S&P500], but has no specific investments in real estate. The fund has planned to diversify its investment portfolio to include indirect real estate and considered purchasing shares of three listed real-estate companies. The following table shows the (incomplete) estimates of the risk and return characteristics of the share prices of the three companies during the five years ending Nov 2018: beta Company Expected Return Expected Return Standard Deviation (SD) A 1.2 B Residual standard deviation 15% 5% % ??? 17% ??? 7% mo ??? 25% 20% 0.8 0.4 (a) Suppose that CAPM holds, (i) Compute the missing information (???) above. (6 marks)