. . Determine, using Capital Assets Pricing Model (CAPM), the Expected Rate of Return for the following financial assets and identify the security that had the best performance Asset A: return: 11%, beta: 0.8 Asset B: return: 12%, beta: 1.0 Asset C: return: 13%, beta: 1.2 Asset D: return 14%, beta: 1.4 Asset E: return 15%, beta: 1.6 Asset F: return: 16%, beta: 0.9 Asset G: return: 17%, beta: 1.2 Asset H: return: 18%, beta: 1.4 Asset I: return 19%, beta: 1.7 Asset J: return 20%, beta: 1.9 Asset K: return 21%, Beta, 2.5 Given that, the risk-free rate was 10% and Market return was 15%). (CLO-C2, Marks 5) END