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P11-49 (similar to) Question Help Consider a portfolio consisting of the following three stocks:. The volatility of the market portfolio is 10% and it has

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P11-49 (similar to) Question Help Consider a portfolio consisting of the following three stocks:. The volatility of the market portfolio is 10% and it has an expected return of 8%. The risk-free rate is 3%. a. Compute the beta and expected return of each stock. b. Using your answer from part (a), calculate the expected return of the portfolio. c. What is the beta of the portfolio? d. Using your answer from part (c), calculate the expected return of the portfolio and verify that it matches your answer to part (b) a. Compute the beta and expected return of each stock. (Round to two decimal places.) Portfolio Weight Volatility Correlation Expected Return HEC Corp Green Midget Alive And Well 0.22 0.37 0.41 12% 26% 12% 0.38 0.66 0.55 Data Table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a Portfolio Weight Volatility HEC Corp Green Midget Alive And Well 0.22 0.37 0.41 12% 26% 12% Correlation with the Market Portfolio 0.38 0.66 0.55 Enter your answer in the edit fields Print Done parts remaining Check

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