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An investor is considering five securities in the portfolio with following expected return, standard deviation and beta: The market, with index used as proxy, is

image text in transcribed An investor is considering five securities in the portfolio with following expected return, standard deviation and beta: The market, with index used as proxy, is expected to have a standard deviation of 13%. The investor has decided to put 10%,20%,15%,25%, AND 15% respectively in Apple, Microsoft, Facebook, Netflix, Amazone and Tesla. Find out the expected return and risk of the portfolio. Of the total risk what risk is attributable to systematic risk and what risk is nonsystematic risk in the portfolio

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