I need help with the whole

a) Which asset has to be the risk-free asset? Why is it impossible to compute number (D, which is the Sharpe ratio of asset A? (5 points) b) Determine the missing figures in the table (numbered @, (3), etc.). (15 points) Problem 3: CAPM (22 points) Imagine a CAPM-world where the market portfolio has a return of uM=8% and a standard deviation of oM=1O%. There is another portfolio P1 that has a return of u1=11%. The covariance between P1 and the market portfolio is o1,M=1.5%. a) Determine the market beta [31,M of portfolio P1 and the risk-free rate Rf in this scenario? (6 points) [If you were unable to determine Rf, assume in the following that it is 1%. This is not the correct answer by the way.] b) State the explicit equations for the security market line (SML) and the capital market line (CML) in the given scenario. (6 points) Now consider another portfolio P2 which is a combination of the market portfolio and the risk-free rate and has a return of u2=5%. c) Determine the weight of the market portfolio in P2 and determine the portfolio's standard deviation 0'2. (6 points) Consider an asset A which has an expected return of uA=12% and a market beta of [3AM =1.5. The price of this asset might not be in line with the CAPM. d) Decide whether asset A is correctly priced, overvalued or undervalued. Provide calculations that support your answer. (4 points)