Question: Problem 2 Consider a world in which there are only two risky assets, A and B, and a risk-free asset F. The two risky assets

Problem 2 Consider a world in which there are only two

Problem 2 Consider a world in which there are only two risky assets, A and B, and a risk-free asset F. The two risky assets are in equal supply in the market; that is, M(A+B). The following information is known: "F 0.10, -0.04, 0.01, 0.02, M-0.18. (a) Find a general expression (without substituting values) for , A, . (b) According to the CAPM, what are the numerical values for TA and FB

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