\#14. (16 points) You plan to construct a portfolio consisting of the following three U.S. stocks: The expected return and volatility of S\&P 500 portfolio is 10% and 15%, respectively. We assume that S\&P 500 portfolio is the market portfolio. The risk-free rate is 1%. a) (8 points) What is the beta and expected return of each stock? b) (4 points) What is the beta of the portfolio? 9 c) (4 points) What is the expected retum of the portfolio