Questions 8 to 10 rely on the following information You are an investor keen to invest in the shares of Asjeet Ltd and Pinder Ltd. Your plan is to construct a portfolio consisting of a 30% investment in Asjeet Ltd shares and 70% in Pinder Ltd shares. You estimate that the current yield on a 10-year Government bond is 3% p.a. and plan to use this security as a proxy for the risk-free asset. You also estimate that the market risk premium is 6% p.a. You go on to compile the following information with a view to treating the ASX 200 index as a proxy for the market portfolio. Asset Correlation coefficient (P1.2) Standard deviation of returns (p.a.) Pinder Ltd shares ASX 200 10-year Government bond Asjeet Ltd shares Pinder Ltd shares ASX 200 index 10-year Government bond 20% 30% 25% 0 Asjeet Ltd shares 1.0 0.6 0.8 0 1.0 0.7 0 1.0 0 1.0 8. What is the standard deviation of returns for your portfolio (as a percentage to two decimal places - e.g. 10.03%)? [4 marks] 9. What is the beta of Asjeet Ltd and Pinder Ltd shares (to two decimal places)? (4 marks) 10. According to the CAPM, what is the expected return for your portfolio (as a percentage to two decimal places - e.g. 10.03%)? [7 marks)