1. Consider the following statistics produced the research department of XYZ asset Management corporation Portfolio Average return Std dev. Beta 14.8% 40% 1.20 Y 14%. 30% Market Index 11% 1594 1.00 Risk free rate 7% 1.60 For each stock calculate the following a. Expected Return b. Alpha Measure Sharpe Measure cil I (15 marks) 2. Assume that you manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 28%. The T-bill rate is 4%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. a) What is the expected return and standard deviation of your client's portfolio? (10 marks)