Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at the riskless rate of interest.

Asset

Expected Return

Standard Deviation

Beta

Residual Variance

A

9%

A

A

0.000784

B

11%

20%

1.2

0.019264

C

C

C

1.5

0.0037

Riskfree

5%

0%

0.00

0.0000

Market

M

M

1.00

0.0000

Find the unknowns in the above table