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I need the answer as soon as possible * 9155 An investor has invested 50% of his savings in Risk-free securities and balance 50% in

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* 9155 An investor has invested 50% of his savings in Risk-free securities and balance 50% in the following securities: Security % invested Exp. Return Beta 10% 7.6% 0.2 II 10% 12.4% 0.8 III 10% 15.6% 1.2 IV 20% 18.8% 1.6 Total 50% Find out: (i) Expected Return and Beta of the portfolio. (ii) If he wants an Expected Return of 12% by converting risk-free securities into market portfolio how much should he convert? (iii) If he wants to invest only in risk-free securities and market portfolios, what should be the composition of these in total investment? CS Scanned with CamScanner * 9155 An investor has invested 50% of his savings in Risk-free securities and balance 50% in the following securities: Security % invested Exp. Return Beta 10% 7.6% 0.2 II 10% 12.4% 0.8 III 10% 15.6% 1.2 IV 20% 18.8% 1.6 Total 50% Find out: (i) Expected Return and Beta of the portfolio. (ii) If he wants an Expected Return of 12% by converting risk-free securities into market portfolio how much should he convert? (iii) If he wants to invest only in risk-free securities and market portfolios, what should be the composition of these in total investment? CS Scanned with CamScanner

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