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Mr. Hayyes gives the following information to his potential client in Kluang, Johor. Stock Mean return (percent) Beta Unsystematic Risk (percent) Anggur 30 1.8 20

Mr. Hayyes gives the following information to his potential client in Kluang, Johor. Stock Mean return (percent) Beta Unsystematic Risk (percent) Anggur 30 1.8 20 Betik 25 1.6 10 Cendawan 20 1.0 25 Delima 15 0.5 15 Other Information Percent Market variance 5.0 Market risk premium 5.0 Market return 8.0 If Mr. Hayyes has RM10 million to invest, construct the optimum portfolio using Simple Sharpe Portfolio Optimization. (10 mark

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