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All sub$-$questions a$)-$ i$)$ relate to the following information:

Consider the following market portfolio and three assets with expected returns as follows: $E(r_M)=11\mathrm{.}0\%,E(r_x)=9\mathrm{.}5\%,E(r_Y)=11\mathrm{.}0\%,E(r_Z)=13\mathrm{.}0\%$

The market and asset betas plot exactly on the grid lines as shown.

The risk$-$free rate is $5\%.$ The market has a standard deviation of ${}_M=16\%$ and the standard deviations of the three assets are: ${}_x=25\%,{}_Y=30\%$ and ${}_Z=18\%.$

Security Market Line

PART I

PART II

$\backslash$table$[[21,22,23,24,2,27,27],[28,29,30,,,,]]$

Finish attempt $...$

Question $1)$ a$)$ what are the alphas for asset X$,$ Y and Z$?$

Question b$)$ what is the name of line, what is its slope $($state as a decimal$)$ what does the slope represent?

C$)$ if an equally weighted portfolio were formed from Asset X$,$Y and Z$,$ what would be the portfolio beta? Answer in $4$ decimal places