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11. You want to construct a stock portfolio with four stocks shown below. Additional necessary information is as below STOCK BETA W 0.76 $ INVESTED

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11. You want to construct a stock portfolio with four stocks shown below. Additional necessary information is as below STOCK BETA W 0.76 $ INVESTED ON EACH STOCK $30,000 $10,000 $4,000 $6,000 1.31 1.49 Y Z 0.45 Hint: First of all, you need to find the weight for each stock (i.e. how much is invested for each stock in %?) (1) What is the weight on the stock Y? (3pts) (2) What is the Beta of your portfolio? (3pts) (3) What is the expected return on your portfolio under CAPM if the expected return on market is 9.5% and the expected return on the risk-free asset is 4.5%? (4pts) Round up your answer to TWO decimals

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