number 1- Risk, return and SML / essay An investor has a capital of $ 135,750 which is used to form a portfolio of shares in the companies Pepsi, Tire and Intel with the following information: Poor condition Prob Pepsi Tire Intel Boom 32% 32% 35% 40% Good 48% 27% 31% 34% 20% -20% -18% -25% Based on the information above, the investor will allocate 40% of his funds to Tire's shares and expect a portfolio return of 22%. During the investment period the T-bills rate is 8% with a market risk of 16.68% With this portfolio, help investors to: a. Divide the allocation of funds for each share in order to get the portfolio return that investors expect (round it off to the nearest unit) (9 points) b. Calculating total portfolio risk (standard deviation) based on the data above (7 points) c. Calculating a portfolio of systematic risk (beta) based on the expected return of each stock. (9 points)