1. Find the mean, variance, standard deviation, and beta for the components w, x, y, z, RF (risk-free security proxied T-Bill), the market (proxied by the S&P500) and the computed portfolio made up of equals parts of RF, Market, w, x, y, and z (i.e., the weight for each asset is 1/6). Show percent values to 2 decimal places and number values to 4 decimal places.
State of	Returns per State of Nature for Each Security
Nature	RF	Market	w	x	y	z	Portfolio
Prob; Weights	16.67%	16.67%	16.67%	16.67%	16.67%	16.67%	100.00%
Good	20%	4.00%	14.00%	-1.00%	18.00%	10.00%	6.00%
Average	50%	4.00%	8.00%	6.00%	12.00%	6.20%	4.50%
Poor	30%	4.00%	2.00%	10.00%	-3.40%	3.30%	3.50%
Mean
Variance
Std Dev
beta
Required Return (CML)
CML efficient (Y/N)
Required Return (SML)
SML efficient (Y/N)
Mean Var Efficient Set