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Homework: Module 9: Chapters 10 and 11 - Risk and Return, Po Save Score: 0 of 1 pt 26 of 20 (4 complete) HW Score:

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Homework: Module 9: Chapters 10 and 11 - Risk and Return, Po Save Score: 0 of 1 pt 26 of 20 (4 complete) HW Score: 3.8596, 1 of 26 p P11-49 (similar to) Question Help Consider a portfolio consisting of the following three sock The volatility of the market portfolio a 10% and it has an expected return of %. The risk trama in 3% a. Compute the beta and expected return of each stock b. Using your answer from part (a), calculate the expected return of the portfolio c. What is the beta of the portfolio? d. Using your answer from part (c), calculate the expected rotum of the portfolio and verty that it matches your answer to part (b) a. Compute the beta and expected return of each stock (Round to two decimal places) Portfolio Weight Volatility Correlation Beta Expected Return (A) (9) (c) (D) (E) HEC Corp 0.23 11% Green Widget 22% 0.61 % Alive And Well 0.45 12% 0.51 0.36 0.32 Enter your answer in the edit fields and then click Check Answer. parts Check AWE . UHU TULUI 26 of 26 (4 complete) HW of the following three stocks: The volatility of the market portfolio is 10% and it has an expected return of 8%. The risk-fre cted return of each stock. t ol Data Table X t ch tr (Click on the following icon in order to copy its contents into a spreadsheet.) HEC Corp Green Widget Alive And Well Portfolio Weight 0.23 0.32 0.45 Volatility 11% 22% 12% Correlation with the Market Portfolio 0.36 0.61 0.51 Print Done

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