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1) Consider a market described by the table below. The risk-free rate, rf, is 4%. Stock Price Issued stocks Cov(i, A) Cov(i, B) Cov(i, C) A 58 1000 0.35 0.1225 0.0980 0.0420 B 60 1200 0.40 0.0980 0.1600 0.0400 C 140 500 0.20 0.0420 0.0400 0.0400 (a) Create a portfolio with a CAPM S of 0.6 and a positive weight in the risk-free asset. (b) Create a portfolio with a CAPM / of 0.9 and zero weight in the risk-free asset. (c) The required return of stock B, E(rB), is 14.67% and the required return of stock C, E(Rc), is 8.33%. What are the required returns of stock A, E(rA), and of the market, E(rM)