11. Mary holds a portfolio with the following securities:

Security Market Value Beta Beta

Stock A $498,111 1.04

Stock B $893,838 0.88

Stock C $558,895 2.07

Calculate the beta portfolio

12. You hold a portfolio with the following securities:

Security Percent of portfolio Expected Rate of Return

Stock A 26% 13.87%

Stock B 45% 9.45%

Stock C 29% 6.23%

Calculate the portfolio expected return