B) Suppose we have a portfolio consisting of three (3) shares with the following items:

Share	Weighting	Standard deviation (s)	Correlation with the market portfolio
A	0,3	0,12	0,38
B	0,3	0,24	0,62
C	0,4	0,11	0,51

The standard deviation of the market portfolio is 11%, the return on the market portfolio is 7%, and the annual risk-free interest rate is 4%.

Calculate the systematic risk and required return of each stock.

Calculate the performance of the portfolio of the three

Calculate the systematic risk of the portfolio of the three