Q2) you are a financial investor who actively buys and sells in the securities market .note you have portfolio of an blue chips, including 11600$ of share a 7800 of share b 14900 of share c and 3200 of share d .

required.

a) compute the weights of the assists in your portfolio?

B) your portfolio has provided you with returns 7.6% -4.7%,13.4% the past 4 years calculate the geometric average return of the portfolio

c) assumes that the expected return of stock a in your portfolio is 15.2% the risk premium on the stuck of the same industry is 4.8 % betas of these stock is 1.5 and effective rate was 4.7% calculate the risk free between using CAPM model

d) you have another portfolio that comprises of two shares only 1200 golden and 400 silver beach shares expected return 12% for golden and 17% for silver stander daviation of return golden shars 20% and 40% for silver and golden have a 0.6 compute the effective return?

e) compute the expected risk ( standard divieation) of portfolio?

f) you bought those share 2 years ago with total repayment of 16000 golden scand paid a dividend of 4.4% shar per year and silve beach paid dividend of 7.5$ per share per year capital gain of the portfolio if you today sell golden scand for 22$ per share and silver beach for 18$ per share what is the outcome?