Consider a portfolio consisting of the following three stocks: $.$ 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$).$

a$.$ Compute the beta and expected return of each stock. $($Round to two decimal places.$)$

$\backslash$table$[[,\backslash$table$[[$Portfolio Weight$],[($A$)]],\backslash$table$[[$Volatility$],[($B$)]],\backslash$table$[[$Correlation$],[($C$)]],\backslash$table$[[$Beta$],[($D$)]],\backslash$table$[[$Expected Return$],[($E$)]]],[$HEC Corp,$0\mathrm{.}22,13\%,0\mathrm{.}37,,-\%$