Posted by **Anonymous** on Monday, November 28, 2011 at 8:26pm.

A portfolio consists of three stocks. The weight, expected rate of return and systematic risk for each stock are provided in the following table.

Stock Investments Expected return

A $7,500 20%

B $10,000 15%

C $2,500 10%

Beta

1.5

1

0.9

a) Calculate the weights invested in stocks A, B and C, respectively.

b) Calculate expected return on the portfolio.

c) Calculate the systematic risk of the portfolio, i,e. the portfolio beta

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