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i. What is the beta of the portfolio comprised of the following securities? STOCK $-Invested Beta of Stock Standard Deviation X $15,000 0.75 %28 Y

i. What is the beta of the portfolio comprised of the following securities?

STOCK	$-Invested	Beta of Stock	Standard Deviation
X	$15,000	0.75	%28
Y	$20,000	1.50	%20
Z	$35,000	1.15	%18

ii. If the market risk premium is 6.5% and the risk free rate is 1.9%, what would be the required return on stock Y, if the CAPM is the right model to value stocks? iii. Which stock has the highest total risk?

PLEASE SHOW ALL WORK (not excel)

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