Part II. You must show work to get OW work to get full credit. le ciii. A portfolio consists of Microsoft, IBM, G) returns are 13.2%, 11.7%, 9.1%, and 26%, 33%, and 21%, respectively must show work to get full credit. Microsoft, IBM, GE, and Exxon Mobil. The expected 70, and 21%, respectively. The expected retum 1.1%, 9.1%, and 9.4%, respectively. The weights we 143 23.9 239 a. 10.41% b. 10.59% c. 10.66% d. 10.85% e. 11.02%