According to the CAPM model

Expected Return X= 10

Expected Return Y= 6

Portfolios:

A portfolio of stock X and rf with a 50% equal weighted investment yielded a STANDARD DEVIATION of 3.

A portfolio of stock Y and rf with a 25% investment in stock Y yielded a STANDARD DEVIATION of 1.

A portfolio of the market and rf with a 50% investment in the market yielded a STANDARD DEVIATION of 1.

An equally weighted portfolio of stock X and Y yielded a variance of 1.

Find the variance of the portfolio that invests EQUALLY WEIGHTED in X, Y, and Rf.

Find the BETA of the portfolio that invests EQUALLY WEIGHTED in X, Y, and Rf.