please solve complete in one hour

(1) Determine the CAPM beta of the portfolio you constructed in (e). Given your answers to the rest of this question, if we observe a rational investor holding 100% of his wealth in Stock 1, what can we conclude about financial constraints faced by the investor? Question 1 Assume that the CAPM holds. Consider a stock market that consists of only two risky securities, Stock 1 and Stock 2, with the following expected returns (1) and standard deviations of returns (C): u1 = 0.25, 01 = 0.20 u2 = 0.15, 62 = 0.10. Table 1 shows the expected returns and standard deviations for six assets. A to F (the entries for asset A are left intentionally blank). These assets are portfolios consisting of the risk-free asset Stock 1, and Stock 2 in varying quantities (which may be positive, negative, or zero), Table 1 Asset Expected return Standard deviation A B 0.06000 0