Question 3. The following common stocks are available for investment: COMMON STOCK (Ticker Symbol) BETA DAR ALARKAN 1.2 ALINMA 0.95 SABIC 1.25 SAUDI KAYAN 1.05 SEERA 0.7 ZAIN KSA 0.8 CHEMANOL SAUDI ARAMCO 1.8 a. You created a portfolio and decided to invest 10 percent, 15 percent and 25 percent of your funds in first three securities respectively, and remaining 15 percent, 20 percent and 15 percent in SEERA, CHEMANOL and SAUDI ARAMCO respectively, what is the beta of your portfolio? b. If the risk-free rate is 6 percent and the expected return on the market portfolio is 15 percent, what will be the portfolio's expected return? 1.3