QUESTION 1 Suppose Oloto is weighing the opportunity and the risk of investing in any of the two individual securities ADB House (X1) and NIB Hotels (X2) made of Real Estates Investment Trust with returns as: X2 Years X1 Probability 1 0.1 4. -3 2 10.15 7 6 3 0.2 8 9 4 0.15 11 12 5 0.1 5 8 6 0.2 10 11 7 0.1 3 - 7 a) Compute the expected return for each asset class. (3 Marks) b) Find the portfolio return. (2 Marks) c) Calculate the expected risks for each security and explain your results. ( 4 Marks) d) Calculate the coefficient of variation (CV) of the securities and explain your results, (2 Marks) e) Find the Sharpe ration and explain given riskfree 63.15%. (2 Marks) f) Calculate the covariance for the securities. (2 Marks) g) Calculate the correlation and explain the results. (2 Marks) h) Find the portfolio risk and explain your answer. (5 Marks ) Col