investment science, please don't copy answer from other post, many thanks.

. (A simple portfolio) Someone who believes that the collection of all stocks sat- isfies a single-factor model with the market portfolio serving as the factor gives you information on three stocks which make up a portfolio (See the following table). In addition, you know that the market portfolio has an expected rate of return of 12% and a standard deviation of 18%. The risk-free rate is 5%. Simple Portfolio Stock Beta Weight in portfolio A Standard deviation of random error term 7.0% 2.3% 1.0% 1.10 0.80 1.00 B C 20% 50% 30% (a) What is the portfolio's expected rate of return? (b) Assuming the factor model is accurate, what is the standard deviation of this rate of return