Consider a portfolio consisting of the following three stocks

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-19 punts UFUFR .L.UU. Consider a portfolio consisting of the following three stocks. Portfolio Weight Volatility Correlation with the market portfolio HEC Corp 0.3 12% 0.7 Green Midget 0.2 25% 0.5 AliveAndWell 0.5 13% 0.8 The volatility of market portfolio is 10% and it has an expected return of 8%. The risk-free rate is (a) Compute the beta of each stock (rounded to 4 decimal places). HEC Corp Green Midget AliveAndwell (b) Compute the expected return of each stock (as percents rounded to three decimal places). HEC Corp Green Midget Alive And Well (c) Using your answer from part (b), calculate the expected return of the portfolio (as a porcent). (Ro (d) What is the beta of the portfolio? Type here to search POLI (a) Compute the beta of each stock (rounded to 4 decimal places). HEC Corp Green Midget AliveAndWell (b) Compute the expected return of each stock (as percents rounded to three decimal HEC Corp Green Midget AliveAndWell (c) Using your answer from part (b), calculate the expected return of the portfolio (as (d) What is the beta of the portfolio? (e) Using your answer from part (d), calculate the expected return of the portfolio (as decimal places.) Consider a portfolio consisting of the following three stocks. Portfolio Weight Volatility Correlation with the market portfolio HEC Corp0 .3 12% 0.7 Green Midget 0.2 25% 0.5 Alive AndWell 0.5 13% 0.8 The volatility of market portfolio is 10% and it has an expected return of 8%. The risk-free rate is 3%. (a) Compute the beta of each stock (rounded to 4 decimal places). HEC Corp Green Midget AliveAndWell (b) Compute the expected return of each stock (as percents rounded to three decimal places). Corp Green Midget AliveAndWell (c) Using your answer from part (b), calculate the expected return of the portfolio (as a percent). (Round your answer to two decimal places.) % (d) What is the beta of the portfolio? (e) Using your answer from part (d), calculate the expected return of the portfolio (as a percent) and verify that it matches your answer to part (c). (Round your answer to two decimal places.) C %