Portfolio return and beta Personal Finance Problem Jamie Peters invested $100,000 to set up the following portfolio one year ago: a. Calculate the portfolio beta on the basis of the original cost figures. b. Calculate the percentage return of each asset in the portfolio for the year a. The portfolio beta on the basis of the original cost figures is (Round to two decimal places.) b. The percentage return for asset A for the year is ,. (Round to two decimal places.) The percentage return for asset B for the year is 6. (Round to two decimal places.) The percentage return for asset C for the year is %. (Round to two decimal places.) The percentage return for asset D for the year is \%. (Round to two decimal places.) c. The percentage return of the portfolio on the basis of original cost, using income and gains during the year is j. (Round to two decimal places.) The expected rate of return for asset A is [. (Round to two decimal places.) The expected rate of return for asset B is 6. (Round to two decimal places.) The expected rate of return for asset C is ;. (Round to two decimal places.) The expected rate of return for asset D is 6. (Round to two decimal places.) e. What factors could explain the differences between the actual returns of the assets and the CAPM expected returns? (Select the best answer below.) B. The beta, as a single measure, may not capture all the systematic factors that cause the expected return. C. Any underperformance could be due to any unsystematic factor which would have caused the firm to not do as well as expected. D. All of the above. Data table (Click on the icon here in order to copy the contents of the data table below into a spreadsheet.)