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5. Using the information in the tabke below, calculate the Expected Return, Standard Deviation, and Beta for an equally-weighted portfolio of Security A and Security

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5. Using the information in the tabke below, calculate the Expected Return, Standard Deviation, and Beta for an equally-weighted portfolio of Security A and Security B. Security Statistics Market 50/50 Expected Return Standard Deviation Beta Security A 12% 0.021 1.1 Security B 13% 0.029 1.2 0.0002 Correlation (A,B) 0.6 6. Using the information in the table below, calculate the Expected Return, Standard Deviation, and Beta for an equally-weighted portfolio made up of the Risk-Free Asset and Security B. Security Statistics 50/50 Expected Return Standard Deviation Beta Market Risk-Free Rate 8% 0.0002 Security B 13% 0.029 1.2 7. A portfolio with beta of 1.0 has an expected return of 14%. The Risk-Free Rate is 7%. What is the Expected Return of a portfolio with a beta of 2.0

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