. A fund manager is looking to invest in the 5 stocks shown below in a way that he can get maximum expected return. . The portfolio beta is supposed to be at most 1? He also does not want to invest more than 25% of his wealth in any one stock. And also not short more than 25% of any stock. The market expected return in 25% and the risk free rate is 13%. What is the beta of the resultant portfolio? . stock 1 2 3 4 5 O 0.8541 O 1.12 expected return 0.15 0.17 0.22 0.26 0.28 O 1 O 1.271 A

- A fund manager is looking to invest in the 5 stocks shown below in a way that he can get maximum expected return. - The portfolio beta is supposed to be at most 1 ? - He also does not want to invest more than 25% of his wealth in any one stock. And also not short more than 25% of any stock. - The market expected return in 25% and the risk free rate is 13%. - What is the beta of the resultant portfolio? 0.8541 1.12 1 1.271