Portfolio Weight Volatility Correlation with the market portfolio HEC Corp 0.3 12% 0.7 Green Midget 0.2 25% 0.5 AliveAndWell 0.5 13% 0.6 The volatility of market portfolio is 10% and it has an expected return of 8%. The risk-free rate is 3%. (a) Compute the beta of each stock (rounded to 4 decimal places). HEC Corp Enter a number. Green Midget AliveAndWell (b) Compute the expected return of each stock (as percents rounded to three decimal places). HEC Corp Green Midget AliveAndWell (c) Using your answer from part (b), calculate the expected return of the portfolio (as a percent). (Round your answer to two decimal places.) % (d) What is the beta of the portfolio