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Leo holds a portfolio of three shares and their expected return as follow: Share Investment Expected Return Volatility Beta Bank 6,000 12% 0.46 0.9 Air

Leo holds a portfolio of three shares and their expected return as follow:

Share

Investment

Expected Return

Volatility

Beta

Bank

6,000

12%

0.46

0.9

Air

14,000

8%

0.22

1.1

1.What is the expected return on the portfolio?

2.What is the portfolio volatility?

3.If the risk-free rate is 3%, calculate the Sharpe ratio.

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