$(20$ points$)$ Suppose the CAPM is true, and the market is in equilibrium. All you know is the

information in the table below.

a$)$ What must the equation of the Security Market Line $($SML$)$ be given this limited

information?

b$)$ Suppose there is another asset, Asset C$.$ Asset $C$ has a beta of $0\mathrm{.}5.$ You decide to create a

portfolio that has a beta of $0\mathrm{.}95$ using only Assets B and C$.$ What must the portfolio

weights be to achieve this objective?

Weight in $B=$

Weight in $C=$