Problem 35: (Required, 15 points) Answer a & b. Attention, please answer Q35 through the dropbox under 'Assignment" in Brightspace. Wolff Enterprises must consider one investment project using the capital asset pricing model (CAPM). Relevant information is presented in the following table Variables Rate of Return Beta, b Risk-free asset Market portfolio Project a. b. 7.95% 14% 0 1 0.80 Calculate the required rate of return for the project, given its level of non-diversifiable risk. Calculate the risk premium for the project, given its level of non-diverisifiable risk.

Problem 35: (Required, 15 points) Answer a \& b. Attention, please answer Q35 through the dropbox under 'Assignment" in Brightspace. Wolff Enterprises must consider one investment project using the capital asset pricing model (CAPM). Relevant information is presented in the following table a. Calculate the required rate of return for the project, given its level of non-diversifiable risk. b. Calculate the risk premium for the project, given its level of non-diverisifiable risk