*Please answer B and C / show full un-rounded answer.

total value), a correlation of 0.5 , and the following characteristics: . The risk free-rate is 2%. a. What is the expected return and volatility of the market portfolio (which is a 5050 combination of the two portfolios)? b. Calculate the Sharpe ratios of the value stock, growth stock, and market portfolio. c. Does the CAPM hold in this economy? (Hint: Is the market portfolio efficient?) a. What is the expected return and volatility of the market portfolio (which is a 50-50 combination of the two portfolios)? The expected return of the market portfolio is \%. (Round to two decimal place.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)