You are currently evaluating different investments opportunitics and you have calculated expected returns and standard deviations for the 4 following risky portfolios: 10.35% 3.94% 8% 7.239% a. Assuming a RFR of 4%, compute for each portfolio the risk premium per unit of risk that you expect to receive. b. Using your computations in a., explain which of these four portfolios is most likely to be the market portfolio? c. Use your calculation in b. to draw the Capital Market Line. d. If you are willing to make an investment of (standard deviation) =8,7%, what would be the expected return of this portfolio? e. What is the minimum level of risk () that would be necessary for your investment to earn 8,7% ? f. What is the composition of the portfolio in e. along the CML that will generate this expected return? [Hint: you are looking for the investment proportions in the market portfolio and the riskless asset, recall that the covariance between the risk-free asset and the market portfolio is zero, so the standard deviation calculation is simplified]