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1) The table below illustrates an investment portfolio consisting of four individual stocks an one Treasury-Bill fund, which is held as follows: Beta 1.4 2.7

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1) The table below illustrates an investment portfolio consisting of four individual stocks an one Treasury-Bill fund, which is held as follows: Beta 1.4 2.7 $98,500.00 0.9 0.0 Market Return 11% 17% 8% $587,500.00 $465,000.00 Stock A Stock B Stock C Treasury Bill Fund 3.5% (R) A) If the total value of the portfolio is $1,750,000.00, how much is being held in the Treasury-Bill Fund and what is the weight of the Treasury-Bill Fund in this portfolio? (8 points B) What are the weights of each of the individual stocks in this portfolio? (8 points). ). C) Using the Capital Asset Pricing Model, what are the Expected Returns for stock A and stock C, on an individual basis? (12 points). D) What is the Portfolio Beta for this entire investment portfolio and how risky is it relative to an average stock in the market? (6 points). E) What would the Expected Return for this portfolio be if the Market Return for the entire portfolio is 98% (6 points). 2) The follawing

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