uestion 2 A financial analyst using the CAPM model on 5 shares obtains the following estimated result Share Beta 0.36 0.9 0.62 0.82 0 20 where o, is measured by the standard deviation of the error term. The risk- free rate of interest is R.-496, the market rate of return is Rm t 12% and the standard deviation of the market is. o 0.30. Assume that an investor has equal amounts invested in the five shares so that w (1/N), where N is the number of shares in the portfolio a) Calculate the B.of the portfolio 140] b) The total risk of the portfolio 130] c) Assume that the return of the portfolio is 20%. Calculate the Sharpe ratio for the portfolio. Briefly comment on your results 130]