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The analysts at JP Morgan compiled information on the following securities.

Stock Investment Stock Beta Coefficient Standard Deviation Expected Return

Shake Shake 10 million 1.7 12.5% 15.0%

Tesla 100 million 1.2 18.2 11.0

General Electric 40 million 1.8 21.84 8.0

McDonald's 20 million 1.5 9.0 18.0

Berkshire Hathaway 30 million 1.6 11.36 20.0

You are a manager of a private equity fund who has decided to construct a portfolio consisting of all the securities listed.

1. Compute the return on the portfolio.

2. Compute the beta of the portfolio