DEL HU TUILLIE W CIU SULLE LILLILUL LULU 10. You have a $50,000 portfolio consisting of Intel, GE and Con Edison. You put $20,000 in Intel, $12,000 in GE and the rest in Con Edison. Intel, GE and Con Edison have bctas of 1.3, 1.0 and 0.8 respectively. What is your portfolio beta? A. 1.048 B. 1.033 C. 1.000 D. 1.037 11. The risk-free rate and the expected market rate of return arc 6% and 16% respectively. According to the capital asset pricing model, the expected rate of return on security X with a beta of 1.2 is equal to A. 12% B. 17% C. 18% D. 23% 12. A portfolio generates an annual return of 16%, a beta of 1.2 and a standard deviation of 19%. The market index return is 12% and has a standard deviation of 16%. What is Jensen's alpha of the portfolio if the risk free rate is 6%? A..017 B..028 C..036 D..078