1. Create an active portfolio invested in the three securities (Find the weight for each security)

Idiosyncratic risk (Se) Jensen a Symbol DPZ TECH AKAM S&P RF Expected Return 13% 12% 14% 9% 2% Total Required Risk Return (s) (K) 18% 17% 20% 12% Beta (B) 0.8 1.2 1.1 Idiosyncratic risk (Se) Jensen a Symbol DPZ TECH AKAM S&P RF Expected Return 13% 12% 14% 9% 2% Total Required Risk Return (s) (K) 18% 17% 20% 12% Beta (B) 0.8 1.2