EJH has a beta of 1.2, CSH has a beta of 0.6, and KMS has a beta of 1.0. If you put 25% of your money in EJH, 25% in CSH, and 50% in KMS. The market risk premium is 8% and the risk-free rate of return is 3%. EJHs return volatility is 25% and CSHs return volatility is 30%.

a. What is the beta of your portfolio?

b. What is the expected return from EJH, CSH, and KMS?

c. What is the return from market portfolio?

d. Which has higher total risk, systematic risk, and nonsystematic risk, EJH or CSH?