Question: Can someone show me step by step how I would answer this question? TB 11-61 Given the following information Given the following information on 3

Can someone show me step by step how I would answer this question?

TB 11-61 Given the following information Given the following information on 3 stocks: Exp. Return Variance Covariance with Mkt Portfolio Stock A .22 .0200 .007 Stock B 151 1196 .0045 Stock .09 .0205 .0013 T- Market Port Bills .07 .0000 .0000 .18 .0064 .0064 Using the CAPM, calculate the expected return for Stock's A, B, and C. Which stocks would you recommend purchasing

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