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SECTION A COMPULSORY QUESTION 1 ( 50 MARKS] A portfolio consists of three securities are as follows: Stock A Stock B Stock C Expected Return Risk Proportion Invested 80% 10% 30% 70% 20% 30% 45% 35% 40% The correlation coefficient between the different securities is as follows: Correlation coefficient between A B is 0.65 Correlation coefficient between B C is -0.35 Correlation coefficient between A C is 0.50 REQUIRED (a) Calculate the expected return of the portfolio. (5 Marks] (b) Calculate the risk of the portfolio. [12 Marks]