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a) What are the portfolio weights? (3 marks) b) What is the expected return on the portfolio? (4 Marks) Question Five (10 Marks) Suppose we

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a) What are the portfolio weights? (3 marks)

b) What is the expected return on the portfolio? (4 Marks)

Question Five (10 Marks) Suppose we had the following investments: Security Pepper Salt Lemon Chili Amount Invested $ 9600 19200 14400 4800 Expected Return Beta % 6 0.84 8 1.05 10 1.26 14 1.68 Show working out

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