X i Data Table (Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet.) Asset 1 2 3 4 Asset Beta 1.34 0.72 1.28 1.05 0.91 Portfolio Weights Portfolio A Portfolio B 8% 28% 25% 14% 9% 20% 5% 22% 53% 16% 5 Total 100% 100% Print Done a. Calculate the betas for portfolios A and B. b. If the risk-free rate is 2.6% and the market return is 5.8%, calculate the required return for each portfolio using the CAPM