You have contacted an investment advisor in The Cheap Bank Ltd. to get information about five financial assets in the next period. He tells you that CAPM and the so-called zero-beta CAPM holds in the next period. Zero-beta CAPM is a model, where CAPM holds, even though you replace the risk-free return in the CAPM model with the return of an asset having a beta-value of 0. The investment advisor sends you the below information, but unfortunately, he forgot some of the numbers. Fill in the missing information in the following table:
| Asset | Expected return | Relative risk | Variance | Unsystematic risk variance | Absolute systematic risk |
| A | ? | 0,8 | ? | 0,0072 | ? |
| B | 19% | 1,5 | ? | 0,005 | ? |
| C | 15% | ? | 0,02 | ? | ? |
| D | 7% | 0 | 0,006 | ? | ? |
| E | 16,60% | ? | 0,0338 | ? | ? |
