(a) Suppose that investor I believes that the "market portfolio" consists of 0.75 in asset A and 0.25 in asset B, whereas investor J believes that...

(a) Suppose that investor I believes that the "market portfolio" consists of 0.75 in asset A and 0.25 in asset B, whereas investor J believes that the "market portfolio" has 0.50 in asset A and 0.50 in asset B. What will each investor believe is the expected return on the "market portfolio"? What Will each investor calculate for asset A? (b) Determine the composition of the zero- portfolio for each investor. What is the expected return on this portfolio in each case? (c) Write out the equations of the security market line for each investor. Verify that in each case the expected return on asset A is 0.30. (d) How do your answers to the previous parts of this question relate to Roll"s critique?