16-5 A portfolio consists of stocks from three companies: General Dynamics, Target and ConAgra Foods. The portfolio's is held for 1 year. The number of shares and the stock prices at the beginning and the end of the holding period are shown in the table below. All of these stocks are trade on the NYSE, which has had an average return over the last 10 years of 6.3%. 30-day T-bills have yielded an average of 1.7% for the last 10 years. What is the expected return and realized return of the portfolio and what is the ending value of the portfolio? E F G H B D Initial Value A 5 6 7 Stock 8 Gen Dyn Target 10 Congra 11 Initial Stock Price $82.50 $26.41 $21.91 of Shares 500 1000 1000 Weight (by value) 34.92% Realized Ending Value Return (n) Weighted Expacted Weighted Beta (b) Return (r) 0.48 1.17 0.40 Ending Stock Price $66 66 $3787 $2257 0.00% Insert