This course My courses (ar) ng/An-Najah National University First Assignment-First Semester 20-21 Fir 1/ Assume that a portfolio is invested in three securities. Security 'A' has an expected return of 10%, security 'B' has an expected return of 16%, and security 'C' has an expected return of 7%. If the portfolio weights are 30%, 50%, and 20% respectively, the expected return on the portfolio .% should be 1.00 : a. 11.2 b. 10.7 c. 12.4 d. 9.8 EN Consider the following two investment alternatives. First, a risky portfolio that pays a 15 percent rate of return with a probability of 60% or a 5 percent return with a probability of 40%, and second, a T-bill that pays 6 percent. The risk premium on the risky investment is a. 1 percent b. 11 percent c. 9 percent d. 5 percent Home