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Coca-Cola has a beta of 1.1 and an expected return of 15%. The standard deviation of its returns is 7% and it sells for $60

Coca-Cola has a beta of 1.1 and an expected return of 15%. The standard deviation of its returns is 7% and it sells for $60 per share. General Electric has a beta of 0.9 and an expected return of 11.5%. The standard deviation of its returns is 6% and it sells for $30 per share. Microsoft has a beta of 1.0 and an expected return of 12%. The standard deviation of its returns is 8% and it sells for $30 per share. The correlation coefficient between Coca-Cola and General Electric is 0.25. The correlation coefficient between Coca-Cola and Microsoft is 0.8. The correlation coefficient between General Electric and Microsoft is 0.35. What is the expected return and standard deviation of your portfolio if you purchase 150 shares of each stock?

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