For Question 3 Please complete the parts with all steps needed. These are practice questions and I need help solving it.

Suppose you are asked to evaluate the performance of two fund managers, 1 and 2. You have the following averages collected over the last four years: You estimate that the excess return to the market currently is 5.00% and the risk-free rate is 4.50%. (a) What would the predicted return be for the two managers according to the CAPM? (b) Calculate the managers' alpha values and plot them in a graph together with the SML. (c) Can you tell whether one of the managers outperformed the other on a riskadjusted basis