4) Suppose you are examining a portfolio of stocks that looks like the following Stock Blue Ing. Red Corp Green Tech Amount Invested $2,000 S6,000 $4,000 Expected Return 5% 4% 3% Estimated Beta 0.2 1.2 2.2 a)What is the expected return for this portfolio? Your friend says this portfolio has more systematic risk than the market that currently has an expected return of 3%. Briefly explain whether your friend is correct or not b)