All sub$-$questions a$)-$ i$)$ relate to the following information:

Consider the following market portfolio and three assets with expected returns as follows: $E(r_M)=11\mathrm{.}0\%,E(r_x)=9\mathrm{.}5\%,E(r_Y)=11\mathrm{.}0\%,E(r_Z)=13\mathrm{.}0\%$

The market and asset betas plot exactly on the grid lines as shown.

The risk$-$free rate is $5\%.$ The market has a standard deviation of ${}_M=16\%$ and the standard deviations of the three assets are: ${}_x=25\%,{}_Y=30\%$ and ${}_Z=18\%.$

$1)$ what are the alphas for asset X$,$Y and Z$.$

$2)$ what is the name of the line, what is its slope and what does the slope represent?

$3)$ if an equally weighted portfolio were formed from asset x$,$y and z$,$ what would be the portfolio's beta?

$4)$ which of out of the asset x$,$y$,$z or the market portfolio has the highest treyhor measure and what is the treynor measure for this asset or portfolio?

$5)$ under SIM assumptions, what is the correlation betweej asset x and Z$?$ What is the correlation between asset Y snd market portfolio?

$6)$ what is the systematic and unsystematic risk of asset x y and z$?$