Consider a portfolio consisting of the following three$$ stocks: $\backslash$table$[[,$Portfolio Weight,Volatility,Correlation with the Market Portfolio$],[$HEC Corp,$0\mathrm{.}22,14\%,0\mathrm{.}33],[$Green Widget,$0\mathrm{.}41,22\%,0\mathrm{.}49],[$Alive And Well,$0\mathrm{.}37,13\%,0\mathrm{.}59]]$

The volatility of the market portfolio is $10\%$ and it has an expected return of $8\%.$ The$$ risk$-$free rate is $3\%.$

a$.$ Compute the beta and expected return of each stock.

b$.$ Using your answer from part $($a$),$ calculate the expected return of the portfolio.

c$.$ What is the beta of the$$ portfolio?

d$.$ Using your answer from part $($c$),$ calculate the expected return of the portfolio and verify that it matches your answer to part $($b$$