Question: Given the following investments:
|
# Shares
|
Share Price
|
Expected Return
|
Beta
|
|
Stock A
|
200
|
$ 23.00
|
6%
|
0.45
|
|
Stock B
|
150
|
$ 42.30
|
9%
|
0.60
|
|
Stock C
|
320
|
$ 16.70
|
11%
|
1.15
|
|
Stock D
|
75
|
$115.00
|
15%
|
1.70
|
What is the Expected Return on this portfolio? What is the Beta of this portfolio? Describe the systematic risk of this portfolio relative to the market portfolio.