b) You are given the following information: oj PIM Security A Security B 25% 0.3 30% -0.1 10% 1.0 Market Portfolio Where o, is the standard deviation of the rate of return for asset j = A and j = B. PM is the correlation coefficient between the return on asset j and the return on the market portfolio. The mean rate of return on the market portfolio is 4% and the risk-free rate of return is 2%. i) Using the CAPM, calculate the SML. ii) Define the beta coefficient and calculate it for the two assets