3) An investor has the choice of the following assets that earn rates of return as follows in each of the four possible states of the world: State Probability Asset1 Asset2 Asset3 1 0.2 5% 5% 6% 2 0.3 5% 12% 5% 3 0.1 5% 3% 4% 4 0.4 5% 1% 7% 10,000 17,546 82,456 Market Capitalisation Determine the market price of risk assuming CAPM holds. Define all terms used.