D Question 3 8 pts Consider a financial world in which there are only two risky assets, A and B, and a risk-free asset F The value of the asset A is three times as much as that of asset B in the market. The following information is known: rF-0.08, 0.04Og2-0.02. E(nd-0.15 and --o0275where M refers to the market portfolio that can be expressed as M=aA+(1-a)8. (Keep 4 decimal places to your answers, e.g.xxx. 1234) 1. Find the value of a 2. Find a general expression (without substituting values) for QBPa, and Ps in terms ofdA2,0B2 and 0m2, then calculate the values. Key in the values here: 3. According to the CAPM, what are the numerical values Elraland Elr) ElrAl: 4, what is the value of the market return? E(ra): D Question 3 8 pts Consider a financial world in which there are only two risky assets, A and B, and a risk-free asset F The value of the asset A is three times as much as that of asset B in the market. The following information is known: rF-0.08, 0.04Og2-0.02. E(nd-0.15 and --o0275where M refers to the market portfolio that can be expressed as M=aA+(1-a)8. (Keep 4 decimal places to your answers, e.g.xxx. 1234) 1. Find the value of a 2. Find a general expression (without substituting values) for QBPa, and Ps in terms ofdA2,0B2 and 0m2, then calculate the values. Key in the values here: 3. According to the CAPM, what are the numerical values Elraland Elr) ElrAl: 4, what is the value of the market return? E(ra)