2. Share A and Share B have the following probability distribution: 0.2 0.4 0.3 14% 5% -4% -12% 2% 1606 a) Calculate the expected return for each share. b) Calculate the standard deviation for each share. c) Consider a portfolio which consists of 30% of Share A and 70% of Share B. Calculate the expected return and standard deviation for the portfolio (30 marks) 3. The return on Bravia share will change by 4% as a response to 1% change in market return. The return on risk free investment is 496 and the expected return on market portfolio is l 1%. Find the expected return on Bravia share using the CAPM model. (20 marks)