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(10 points) A stock portfolio has the following contents. % of portfolio Return Beta Stock A 20 7.0% 0.98 Stock B 20 5.0% 0.90 Stock

(10 points) A stock portfolio has the following contents.

% of portfolio Return Beta

Stock A 20 7.0% 0.98

Stock B 20 5.0% 0.90

Stock C 30 10.0% 1.10

Stock D 30 16.0% 1.20

What is the return of the portfolio?

What is the portfolio Beta?

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