how to find beta and expected return

48 Calculate what happens to the expected return, standard deviation, and beta of the portfolio if the correlation of returns between the stocks is a) 1.0, b) 0.0, and c) -1.0. a) Explain the difference between unsystematic and systematic risk, and give some examples of each type. b) Why can educated investors comfortably ignore unsystematic risks when constructing a portfolio? Fou have the following information about two stocks: Expected return Standard deviation Beta Matlin Corp 12.7% 9% 1.2 Abisoft Inc 17.4% 12% 1.9 Assume you invest 40% of your funds in Matlin and 60% in Abisoft, and the correlation of returns between the two is 0.3. Calculate the expected return, standard deviation, and beta of this portfolio. Expected Return Calculate what happens to the expected return, standard deviation, and beta of the portfolio if the correlation of returns between the stocks is a) 1.0, b) 0.0, and c)-1.0. of the following three investments to your portfolio, which each have the fo