looking for a step by step solution as to tackle this problem!!

looking fo a step by step solution as to tackle this problem!!

I. Suppose there is a risk-free asset whose return is 4% and that the market portfolio has an expected return of 11%. The standard deviation of the market portfolio is given 20% (a) Find the security market line. (b) Suppose there is an asset whose covariance with the market is given by 450% Find its equilibrium price according to CAPM (c) Consider an asset with A = 1.5 and expected return of 14%. Can an investor use this asset to make a risk-free profit through arbitrage? Explain your