Exercise 2: Calculate the expected return of the following portfolios: (6 Marks) Porttolio ABC Probability Expected security Security 1 Security 2 Security 3 Security 4 Security 5 0.2 0.1 0.3 0.2 0.2 return 0.13 0.56 0.78 0.26 0.82 Portfolio DEE Probability Expected security Security 1 Security 2 Security 3 Security 4 Security 50.2 0.2 0.1 0.25 0.25 return 0.13 0.56 0.78 0.26 0.82 Portolio JH Probability Security 1 Security 2 Security 23 Security 4 Security 5 0.2 0.15 0.35 0.25 0.05 Expected security return 0.13 0.56 0.78 0.26 0.82