You are investing in a portfolio consisting two shares D and E. You plan to invest 60% of your available funds in D and the balance in E. You will refer this portfolio as Portfolio F. The expected returns of each share, standard deviation of returns and beta of each of these shares, the market portfolio return (M) and the riskfree asset return (Rf), are shown in the table below:

Investment	Expected return	Standard deviation	Beta
D	6.75%	4.25%	1.3
E	2.46%	2.99%	0.7
F	?	?	?
M	6.25%	5.75%	?
Rf	2.20%	?	?

a) What is the expected return of Portfolio F? [3 marks]

b) What is the beta of Portfolio F? [3 marks]

c) What is the expected return on Portfolio F, based on the CAPM? [3 marks]

d) What is the standard deviation of the risk-free asset? [3 marks]