The yield to maturity on the treasury bonds and the market risk premium is 3% and 5% respectively. Given that beta for apple is 1.22 and beta for Amazon is 1.18, standard deviation for apple is 32% and 38% for amazon (b) Construct a portfolio comprising three assets (i.e. Apple, Amazon and treasury bonds) which produces an expected return of 6% and a beta of 0.6, based on the above information.