Business Financial Management Question

Use the following information to answer questions #1 #3. Security Actual Return Std Dev Beta A 27% 20% 1 .6 B 22% 25% 0.9 Risk free 3% 0% 0 In one year, we observe that Stock B exactly met its expectations. 1) What is the portfolio beta if you invest 20% in A, 45% in B. and the remaining in the riskiree asset? 2) What is the market premium? 3) Did Stock A (over/under/exactly) perform its expected return