This question has three parts. Show all calculations. Consider the following information on Share A and Share B. State of the Probability of the state Return on Return on Economy occurring A B Boom 0.15 30% 6% Normal 0.63 20% 10% Recession 0.22 10% 15% You decide to invest $5,400 in Share A and $3,600 in Share B Calculate the expected return of your portfolio. (Show answer as a percentage correct to 2 decimal places.) 5 a. marks b. if Share A has a beta of 1.25, Share B has a beta of 1.9, calculate the beta of your portfolio. (Show answer as a percentage correct to 2 decimal places.) 1 mark If the risk free rate is expected to be 1.5% and market rate of retum is expected to be 11.5%, based on the Capital Asset Pricing Model (CAPM) calculate the expected returns of Share A and Share B. (Show answer correct to 1 decimal places) 4 marks c. This question has three parts. Show all calculations. Consider the following information on Share A and Share B. State of the Probability of the state Return on Return on Economy occurring A B Boom 0.15 30% 6% Normal 0.63 20% 10% Recession 0.22 10% 15% You decide to invest $5,400 in Share A and $3,600 in Share B Calculate the expected return of your portfolio. (Show answer as a percentage correct to 2 decimal places.) 5 a. marks b. if Share A has a beta of 1.25, Share B has a beta of 1.9, calculate the beta of your portfolio. (Show answer as a percentage correct to 2 decimal places.) 1 mark If the risk free rate is expected to be 1.5% and market rate of retum is expected to be 11.5%, based on the Capital Asset Pricing Model (CAPM) calculate the expected returns of Share A and Share B. (Show answer correct to 1 decimal places) 4 marks c