You are supplied with information about three securities $($G$,$ P & Q$)$ and the market $($M$),$ shown in the table below. In addition, treasury bills yield $1\%$ and the market is expected to earn $5\%$ more than t$-$bills.

$\backslash$table$[[$Security$,$SD$,$Correlations$],[$Market$,$G$,$P$,$Q$],[$G$,0\mathrm{.}15,0\mathrm{.}80,1\mathrm{.}00,0\mathrm{.}40,0\mathrm{.}30],[$P$,0\mathrm{.}30,0\mathrm{.}50,0\mathrm{.}40,1\mathrm{.}00,0\mathrm{.}25],[$Q$,0\mathrm{.}20,0\mathrm{.}40,0\mathrm{.}30,0\mathrm{.}25,1\mathrm{.}00],[$Market$,0\mathrm{.}10,1\mathrm{.}00,0\mathrm{.}80,0\mathrm{.}50,0\mathrm{.}40]]$

Required:

$($a$)$ Compute the beta and expected return of each security, G$,$ P & Q$.(6$ marks$)$

B$)$ What would be the expected return and stand dertation of a portfolio that invested $30\%$ of its funds in $G,20\%$ in $P$ and $50\%$ in $Q?$You are supplied with information about three securities $($G$,$ P & Q$)$ and the market $($M$),$ shown in the table below. In addition, treasury bills yield $1\%$ and the market is expected to earn $5\%$ more than t$-$bills.

$\backslash$table$[[$Security$,$SD$,$Correlations$],[$Market$,$G$,$P$,$Q$],[$G$,0\mathrm{.}15,0\mathrm{.}80,1\mathrm{.}00,0\mathrm{.}40,0\mathrm{.}30],[$P$,0\mathrm{.}30,0\mathrm{.}50,0\mathrm{.}40,1\mathrm{.}00,0\mathrm{.}25],[$Q$,0\mathrm{.}20,0\mathrm{.}40,0\mathrm{.}30,0\mathrm{.}25,1\mathrm{.}00],[$Market$,0\mathrm{.}10,1\mathrm{.}00,0\mathrm{.}80,0\mathrm{.}50,0\mathrm{.}40]]$

Required:

$($a$)$ Compute the beta and expected return of each security, G$,$ P & Q$.(6$ marks$)$

B$)$ What would be the expected return and stand dertation of a portfolio that invested $30\%$ of its funds in $G,20\%$ in $P$ and $50\%$ in $Q?$