222. (Analyzing the security market line) You are considering the construction of a portf lio comprised of equal investments in each of four different stocks. The beta for ea stock follows: Beta 2.5 Security B D 10 0.5 -1.5 a. What is the portfolio beta for your proposed investment portfolio? b. How would a 25 percent increase in the expected return on the market portfolio impact the expected return of your portfolio? c. How would a 25 percent decrease in the expected return on the market portfolio impact the expected return on each asset? d. If you are interested in decreasing the beta of your portfolio by changing your portfolio allocations of two stocks, which stock would you decrease and which would you increase? Why