I. [5 pts] A portfolio has 40% invested in Asset l, 50% invested in Asset 2 and 10% invested in Asset 3, Asset 1 has a beta of 1.2, Asset 2 has a beta of 0.8 and Asset 3 has a beta of 1.8, what's the beta of the portfolio? 2. [5 pts] Exhibit 2 Outcome Probability Retur 30% 15 559 Recessic 25 40% 35% Boom Given Exhibit 2, what is the expected return? 3. [5 pts] Given Exhibit 2 above, what is the expected standard deviation