Please do 1F and show work thank u

1. Assume the risk-free rate is 4% (rp=4%), the expected return on the market portfolio is 12% (E[rm] = 12%) and the standard deviation of the return on the market portfolio is 16% (OM= 16%). (All numbers are annual.) Assume the CAPM holds. What are the expected returns on securities with the following betas: (i) B = 1.0, (ii) B = 1.5, (iii) B = 0.5, (iv) B = 0.0, (v) B = -0.5? b. What are the betas of securities with the following expect returns: (i) 12%, (ii) 20%, (iii) -4%? c. What are the portfolio weights (in the risk-free asset and the market portfolio) for efficient portfolios (portfolios on the efficient frontier) with expected returns of (i) 8%, (ii) 10%, (iii) 4%, (iv) 24%. d. What are the portfolio weights (in the risk-free asset and the market portfolio) for efficient portfolios (portfolios on the efficient frontier) with standard deviations of (i) 4%, (ii) 20%, (iii) 16%. e. What are the correlations between the portfolios in (i) Q.1c(i) and Q.1c(iv), (ii) Q.1d(i) and Q.1d(ii)? f. Can securities or portfolios with the following characteristics exist in equilibrium, assuming the CAPM holds (yes or no): (i) expected return 0%, standard deviation 40%, (ii) expected return 9%, standard deviation 9%, (iii) expected return 34%, standard deviation 70%