An investor wants to build a portfolio with the following four stocks. With the given details, find out his portfolio return and portfolio variance. The investment is spread equally over the stocks. Company A B C D Market Return = 11% Market Variance = 26 Alpha 0.17 2.48 1.47 2.52 Beta 0.93 1.37 1.73 1.17 Residual Variance 45.15 132.25 196.28 51.98