Question: please help out with the solution thanks. Question 15 You are given the following information: The weights of each share in the tangency portfolio are

please help out with the solution thanks.

please help out with the solution thanks. Question 15 You are given

Question 15 You are given the following information: The weights of each share in the tangency portfolio are A-40%, 8-15%, C-45%. The expected returns for each share in the portfolio are A=20%, B13%, C-18%. The risk-free rate is 5%. The beta for each of the shares in the portfolio are Ba=0.8, B=0.5.8-1.2 Using CAPM. determine which one of the following statements is FALSE: A. Share A is underpriced and would plot above the SML.. 8. Share B is overpriced and would plot below the SML Share C is overpriced and would plot below the SML. D. All the shares are incorrectly priced

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