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2 Suppose you have a portfolio consisting of the following: Stock Amount Invested Beta Syrah Co. $460,000 0.69 Cab Co $130,000 1.26 Zin Co $810,000

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2 Suppose you have a portfolio consisting of the following: Stock Amount Invested Beta Syrah Co. $460,000 0.69 Cab Co $130,000 1.26 Zin Co $810,000 Assume the expected return on the market is 8.5% a. What is the portfolio beta?(round to 2 decimals) b. If the risk-free rate is 3.3% and the market risk premium is 5.2%, what is the expected return on the portfolio? % c. Suppose after management fees and other expenses the actual return on the portfolio is 9.1%. Evaluate management's performance. A Management's performance was good because it beat the market. B. Management's performance was not good because it was less than expected given the risk

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