Business conditions	Boom	Good	Normal	Recession	Poor
Probability	0.05	0.25	0.40	0.25	0.05
Petronas share return %	12	10	4	-2	-7
Maxis share return %	26	12	8	-6	-22
Berjaya share return %	41	23	12	-27	-55

For the above shares if the expected inter correlations are given as follows:

	Investment in RM millions	Weight	Correlation
Petronas	23	?	0.15(P,M)
Maxis	47	?	0.25(M,B)
Berjaya	40	?	0.35(B,P)

1. d) Compute Weights (3 Marks)
2. e) Compute the expected portfolio return and (3 marks)
3. f) Expected portfolio risk (6 marks)

g) Portfolio Sharpe ratio