Question 20 10 points A diversified portfolio is composed of the following five stocks: Stock Price Shares held Beta $10 1,000 $30 1,000 $15 4,000 2,000 1.05 5,000 If the CAPM holds and the expected return on the market is 14%, the market portfolio's standard deviation is 10%, and the expected risk-free rate is 9%, what is the expected return on this 5-stock portfolio? Show your full work, including the formulas you are using to get credit and underline your final answer. 510 TIT Arial : 3 (1224) T.E E