$11-19$ Calculate the $95\%$ prediction intervals for the four different investments included in the following

table$\mathrm{.}11-22$ You observe a portfolio for five year and determine that its average return is $12\mathrm{.}0\%$ and the standard deviation of its returns in $20\mathrm{.}0\%.$ Would a $30\%$ loss next year be outside the $95\%$ confidence interval for this portfolio?

$12-2$ Fremont Enterprises has an expected return of $15\%$ and Laurelhurst News has an expected return of $20\%.$ If you put $70\%$ of your portfolio in Laurelhurst and $30\%$ in Fremont,

What is the expected return of your portfolio?

$12\mathrm{.}4$ You are considering how to invest part of your retirement savings. You have decided to put $$200,000$ into three stocks: $50\%$ of the money in GoldFinger $($currently $$25/$share$),25\%$ of the money in Moosehead $($currently $$80/$share$),$ and the remainder in Venture Associates $($currently $$2/$share$).$ If GoldFinger stock goes up to $$30/$share$,$ Moosehead stock drops to $$60/$share$,$ and Venture Associates stock rises to $$3$ per share,

a$.$ What is the new value of the portfolio?

b$.$ What return did the portfolio earn?

c$.$ If you don$$t buy or sell shares after the price change, what are your new portfolio weights?

$12\mathrm{.}28$ Suppose the risk$-$free return is $4\%$ and the market portfolio has an expected return of $10\%$ and a standard deviation of $16\%.$ Johnson & Johnson Corporation stock has a beta of $0\mathrm{.}75.$

What is its expected return?