need help finding the portfolio betas.

G 1 Homework Assignment #3 2. Using the data below, conduct all necessary calculations and answer all questions on each tab. 3. When complete, you will upload your homework to Blackboard using the filename: "HM3 firstname_lastname.xlsx 4 5 6 7 8 9 Recall from HWR2, we had the following data on mutual fund betas. All Betas are relative to the S&P 500 Index 10 11 Select Tech Energy Utilities Real Estate Banking 12 Beta 1.13 2.49 0.46 0.65 1.42 13 14 Using these data, evaluate the relative risk of the following portfolio allocations (weighted average Betas). 15 Total Invested Portfolio Beta 16 Select Tech Energy Utilities Real Estate Banking 17 Allocation 1 10000 5000 0 5000 10000 30000 18 Allocation 2 10000 5000 5000 5000 10000 35000 19 Allocation 3 10000 O 5000 5000 10000 30000 20 10000 20 21 Questions: 22 1. How risky is portfolio 1 relative to the S&P 500? More? Less? By how much? 23 2. What does the introduction of the Utilities fund do to the portfolio beta? Why? 24 3. What does the dropping of the Energy fund do to the portolio beta? Why? 25 26 27 28 29 30 31 32 33