(Portfolio beta and security market line) You own a portfolio consisting of the following stocks: The risk-free rate is 6 percent. Also, the expected return on the market portfolio is 13 percent. a. Calculate the expected return of your portfolio. (Hint: The expected return of a portfolio equals the weighted average of the individual stock's expected return, where the weights are the percentage invested in each stock.) b. Calculate the portfolio beta, C. Given the preceding information, plot the security market line on paper. Plot the stocks from your portfolio on your graph d. From your plot in part c, which stocks appear to be your winners and which ones appear to be losers? e. Why should you consider your conclusions in part d to be less than certain? 2022 0 of 4 X Data table Ex Stock Percentage of Portfolio Beta 1 30% 1.00 2 10 0.80 3 8% 1.30 4 5% 0.55 5 47 1 62 Click on the order to COD contents into a shell Print Done Get more help Clear all Check LIL Q w E R T S TT F G N N C U V alt Inspiron 7306 21 work: ter 8 work_SP P8-20 (similar to) Part 10 9.09, 201 22 points 0 Points: O of 4 Save - X ata table Percentage of Portfolio Bit Expected Retur 30% 1,00 10% 080 16 130 22 0.55 1 47 102 25% in order to copy es contents into a reader) Print Done Exp more help Clear Check w R T / *= N z X C B 3062