For two companies and the respective stock market, the information over ten consecutive trading days is as follows:
	Trading Day	Share Price of Company A	Share Price of Company B	Market Index
	1	$11.00	$14.40	7000			Investment amount in Company A's shares	65000
	2	$11.20	$17.70	7080			Investment amount in Company B's shares	35000
	3	$11.50	$19.80	7100			Risk-free rate	0.0205
	4	$11.80	$22.50	7400
	5	$11.60	$19.20	7090
	6	$11.44	$15.50	7000
	7	$11.50	$17.70	7095
	8	$11.44	$19.50	7060
	9	$11.50	$20.50	7060
	10	$11.80	$22.20	7100
Assume the average inter-day return of the shares over the ten days is also the expected return for these shares for the foreseeable future.
An investor plans to invest the amount indicated above
i. Determine the beta of both companies' shares.
ii. Determine the beta of the portfolio.
iii. What do the beta values of the shares and that of the portfolio indicate?
iv. What is the market risk premium if the risk-free rate is as indicated above?
v. If the standard deviation of returns for Company A and B shares are 1.73% and 13.85%, respectively, and the correlation coefficient between returns of the two companies' shares is 0.76, determine the risk of the two-asset portfolio.
	(PLEASE PROVIDE ALL WORKING AND FORMULAS AS REQUIRED FOR EACH QUESTION)