find the beta of each stock with respect to the market portfolio, respectively.

Suppose the market portfolio consists of weights wa= 0.3,08 = 0.5 0c=0.2. in three stocks. Assume that E[RA] = 0.1, E[RB] = 0.3, E[RC] = -0.2 . Below is the covariance matrix of the 3 stocks: 0.0625 -0.023 = -0.023 0.0075 0.16 0.06 0.06 0.09 0.0075 Use this information for the below 3 questions (S.1, S.2, and S.3): Suppose the market portfolio consists of weights wa= 0.3,08 = 0.5 0c=0.2. in three stocks. Assume that E[RA] = 0.1, E[RB] = 0.3, E[RC] = -0.2 . Below is the covariance matrix of the 3 stocks: 0.0625 -0.023 = -0.023 0.0075 0.16 0.06 0.06 0.09 0.0075 Use this information for the below 3 questions (S.1, S.2, and S.3)