assuming the capital asset pricing model (CAPM), we are looking at a market composed of only two risky assets A and B with returns

Assuming the capital asset pricing model (CAPM), we are looking at a market composed of only two risky assets A and B with returns r A and rb and a risk-free rate rf. Consider the market portfolio be given in Table below. Expected Return Standard Deviation Asset Number Price of Shares per Share A 10,000 3 B 15,000 2 A = 15% fB = 10% A = 10% 5% OB The correlation coefficient between the returns of the two stocks is PAB 0.5. (a) Calculate the beta of stock A. (b) Calculate the risk-free return. (c) Calculate for an investor with the risk aversion coefficient A = 2 the optimal weight of the market portfolio in his combined portfolio using mean-variance optimisation