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Given an expected return for the market of 9.5% with a standard deviation of 14% and a risk free rate of 5%, consider the initial

Given an expected return for the market of 9.5% with a standard deviation of 14% and a risk free rate of 5%, consider the initial investment of an investor of RM1,000,000 with the following data of his Shariah portfolio investment as in Table 1.

Table 1. A general portfolio investment

Stock

Allocation (RM)

Standard deviation %

Beta

Return %

A

200,000

7.0

0.8

6.5

B

100,000

9.5

1.15

8.0

C

200,000

5.0

0.6

-5.9

D

500,000

8.3

1.07

7.0

  1. Estimate the expected return of this portfolio.

  1. Simplify the standard deviation of this portfolio.

  1. Compute the risk-adjusted return for each stock employing the capital asset pricing model (CAPM).

could u pls answer the question as soon as possible

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