On the advice of your stockbroker, you consider investing in the following companies. If you went ahead you would buy 100 shares of each stock.

What are the expected return and beta of your portfolio?

Stock Banc One Anheuser Busch Eli Lilly Microsoft Exxon-Mobil Expected Return (%) 12.60 10.20 14.60 15.80 11.00 Variance o2 0.003 0.004 0.006 0.018 0.001 Beta B 0.95 0.65 1.20 1.35 0.75 Share Price (USD) 50.00 30.00 75.00 90.00 85.00