QUESTION 1 (20 Marks) 1.1 Suppose we have the following investments: SHARE Percentage BETA v X Y Z TOTAL AMOUNT INVESTED R1 000 R2 000 R3 000 R4 000 R10 000 10% 20% 30% 40% 100% EXPECTED RETURN 8% 12% 15% 18% 0.80 0.95 1.10 1.40 Based on the information above, Calculate the following: 1.1.1 The expected return on the portfolio (7 marks) 1.1.2 The Beta of the portfolio (7 marks) 1.1.3 Does the portfolio have more or less systematic risk than an average risk? (3 marks) 1.3 What are the factors that affect Expected Return