1. The expected return, risk, and investment amount for each asset in a portfolio are given below. Currently, required return of the market (RM) is 13%, and RRF is the same as expected return of T- bill. Situation 1: Let's assume that first, you are applying "Capital Market Theory", by investing in "T-Bill" as part of your portfolio. TABLE 1.1 Expected return Standard Deviation Beta Investments ($) (%) (%) T-bill (1-year) 2.00 0 0 299,000 Sanz 3-year Bond 8.00 10.00 0.65 200,200 rating BB+ BBL stock 17.00 20.00 1.15 351,000 Kerry Logistics stock 14.00 24.00 1.30 449,800 Correlation Matrix T-Bill Sanz 3-yr BBL stock Kerry Bond Logistics stock T-Bill 1.0 Sanz 3-yr Bond 0.25 1.0 BBL stock 0 0.30 1.0 Kerry Logistics stock 0 0.50 0.80 1.0 A. Apply CAPM, calculate Beta of the portfolio, and Required return of the portfolio with 4 assets. Assume your portfolio composed of those assets in Table 1.1. (2 points) B. Calculate Expected rate of return for portfolio with 4 assets listed in Table 1.1? (2 points)