Coca-Cola expected return is 9.02% The beta for Coca-Cola stock is 0.6 and a volatility of 25%. The risk-free rate is 2% and the expected return on the market portfolio is 7%. The standard deviation of the return on the market portfolio is 16%. a. What is Coca-Cola’s alpha? b. Does Coca-Cola lie on, above or below the Security Market Line? (3 sentences at most) c. What are the weights of the market and risk-free asset in a portfolio P combining them and has exactly the same beta as Coca-Cola stock? d. What is the expected return on the portfolio from part c. e. HHN Inc has a beta of 3.1 and a volatility of 57%. The correlation between the returns of this stock and Coca Cola is 0.23. Assume that both stocks are correctly priced according to the CAPM. What are the weights of Coca Cola and HNN in a portfolio P, combining the two stocks and has an expected return of 21%? f. What is the standard deviation of the portfolio you calculated in part e?