Question: Please show all equations and work as necessary. Suppose the market premium is 9%, the standard deviation of the market portfolio is 30% and the

Please show all equations and work as necessary.

Suppose the market premium is 9%, the standard deviation of the market portfolio is 30% and the risk-free rate is 3%. a. What is the equation of the SML? b. Suppose a security has a beta of 0.6. According to the CAPM, what is its expected return? C. A security has a standard deviation of 60% and a correlation with the market portfolio of 0.2. According to the CAPM, what is its expected return? d. A security has a standard deviation of 80% and a correlation with the market portfolio of-0.25. According to the CAPM, what is its expected return

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