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Question 1 The following information refers to two companies, BERSATU and GEMILANG Company Standard Deviation Average Return Correlation with Market Portfolio +0.75 -0.30 BERSATU GEMILANG

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Question 1 The following information refers to two companies, BERSATU and GEMILANG Company Standard Deviation Average Return Correlation with Market Portfolio +0.75 -0.30 BERSATU GEMILANG 0.12 0.20 0.10 0.05 Other relevant information: Return on Government Securities Market Return Standard Deviation on the market return Correlation of BERSATU and GEMILANG 0.06 0.18 0.20 -0.15 Required: a. ii) Calculate the following:- The beta of each company

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