can you please explain the steps needed to do these questions using a already predicted beta, and average excess return with a known risk free rate.

Calculate the expected excess returns predicted by CAPM. According to CAPM,

we should have E$[$Ri$]$ Rf $=\backslash$beta i $($E$[$Rm$]$ Rf $).$ Compute this for all five portfolios,

including the market portfolio. $($You can take the average excess return of the market

portfolio from step $1$ as your estimate of the expected excess market return.$)$

$($b$)$ Use Excel to plot the security market line predicted by CAPM, as well as the actual position of the five portfolios in $($beta$,$ expected excess return$)$ space. Provide this graph in your solution.