Consider a portfolio consisting of the following three stocks: 33 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? Data table d. Using your answer from part (c), calculate the expected return of the portfolio and verify that it matches your answer to part (b). (Click on the following icon in order to copy its contents into a spreadsheet.) a. Compute the beta and expected return of each stock. (Round to two decimal places.) Portfolio Weight Volatility Correlation Beta (A) (B) (C) (D) HEC Corp 0.22 10% 0.39 Green Widget 0.39 29% 0.57 Alive And Well 0.39 12% 0.49 Expected Return (E) % Volatility 10% HEC Corp Green Widget Alive And Well Portfolio Weight 0.22 0.39 0.39 Correlation with the Market Portfolio 0.39 0.57 0.49 29% % 12% % Print Done