can anyone help me figure out what i did wrong on this question?

Part II: Problems - 3 questions (50 pts.) Solve THREE of the following FOUR numerical problems. You must show all work for full credit Partial credit will be given. 1. CAPM/Portfolio Theory An investor currently holds the following portfolio of 4 stocks, each having equal weight Stock Beta Expected Return (ro) 13.5% 11.4% 8.6% 9.3% 3.325 785 2.15 0.9 2.320 a. What is the portfolio's expected return? 13. 51% 25% + 11.470. 25. + 86% X 25%. + 9.3%. X 25%. 3.375 2.85 +2.15 +2.325 -10.7 % b. What is the portfolio's beta risk? Is it more or less risky than the market? 1.5x 0.25 +1. 200.250.880.25 +0.9 Xoine 6.375 xo3 + 2 + 0.225 The investor is not comfortable with holding a portfolio that has a risk not equal to that of the market. She is thinking about purchasing a fith stock, stock E, in order to change the risk of the portfolio. 6. What should the beta of Stock E be in order to make the portfolio have market risk? Assume all stocks have the same weight in the new portfolio Tp. 20x1.5 to 20x 1.2 + 0.20 x 0.8+0.9.xo.20 +0.20 0.3 +0. 24 + 0.16 + 0.18 1=0.88 +0.20+E 1-0.88 = 0.20 o d. According to the CAPM, what is E's expected return if the risk-free rate is 3% and the market risk premium (RPM) is 7%? 1 = Vf + b (Rpm) -0.6 3% +0.6(7%) = 7.2 % e. What will be the expected return of the portfolio with included? 13.5+ 11.4 +8.6 + 9.3+ 7.2