Question 3 Not yet answered Marad out of 15.00 p Flag question -6% The table below provides the possible returns for two securities - Zamrud and Zaitung Scenario Probability Zamrud Zaitun 1 0.6 -4% 15% 11 0.4 12% (a) If you are considering investing RM45.500 in Zamrud, and RM19,500 in Zaitun, what are the securities portfolio weights? 2 marks) (b) What are the possible returns for your investment portfolio under scenarios I and IP (3 marks) te) What are the expected return and standard deviation of returns for your investment portfolio? (S marks) tch Fyour investment portfolio's beta is 0.06, the risk-free interest rate is 3.510, and the market risk premium ist what is the portfolio's required rate of return? [2 marks) te) What should the beta of the investment portfolio be. If you wish to invest in ie? Explain briefly (3 marks