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Assume the betas for securities A, B, and C are as shown here. (Click on the icon located on the top-right corner of the data

Assume the betas for securities A, B, and C are as shown here.

(Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.)

Security Beta A 1.42, B 0.76, C- 0.91

If you have a portfolio with $30,000 invested in each of Investment A, B, and C,

1:what is your portfolio beta?

2:What would you expect the return of your portfolio to be if the market rallied 21.1%?

3:Declined 17.3%?

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