Week	Monthly returns (%)			Risk-adjusted monthly returns
	Rp	Rm	Rf	R(p,t)	R(m,t)
0
1	0.04909	0.01109	0.00008	0.04902	0.01101
2	0.08308	0.11284	0.00008	0.08301	0.11276
3	-0.14912	-0.08827	0.00008	-0.14920	-0.08835
4	-0.11022	-0.04850	0.00008	-0.11031	-0.04858
5	-0.05595	0.00747	0.00008	-0.05603	0.00739
6	0.10786	-0.08071	0.00008	0.10778	-0.08079
7	0.24395	0.06567	0.00007	0.24388	0.06560
8	0.11266	0.15342	0.00008	0.11258	0.15334
9	0.17071	-0.01016	0.00008	0.17063	-0.01025
Arith average	0.05023	0.01365	0.0000786	0.05015	0.01357
Stdev	0.13091	0.08355	0.00001	0.12343	0.07877
Sharpe				0.40631	0.17227
Beta				0.80051	1.00000

Using monthly returns:

(i) Show a graph of the capital market line and indicate where the portfolio is located.

(iv) Assuming M² = 0.03202, report the M² measure for your portfolio and show it in the CML graph.

(i) Show a graph of the security market line and indicate where the portfolio is located.

Note to expert: If more data are needed to answer these questions, please advise what is missing.