posted by Anonymous on .
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%
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