Individual returns
Weighted by %salary	Inv1	Inv2	Inv3	Inv4	Inv5	Portfolio return
Economic state			%salary weighted return for each investment by economic state			if state occurs
Average	2.48%	1.01%	2.78%	1.77%	2.67%	10.70%
Boom	3.20%	1.44%	3.67%	2.51%	3.46%	14.27%
Bust	1.53%	0.65%	1.86%	1.04%	1.67%	6.75%
Value at retirement	$596,629	$266,856	$786,771	$531,041	$924,471	$3,105,769

The expected return on the market portfolio is 11%. How do you find the variance of the expected return on market portfolio?

The expected portfolio return using CAPM is 12%, risk free rate is 4% and the market risk premium is 8%. Portfolio beta is 1.06. How do you find the variance of the portfolio expected return using CAPM?