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You are the manager of a portfolio of stocks as shown below. Stock A B Invested amount $2m $3m $5m Beta 1.6 0.2 ? The

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You are the manager of a portfolio of stocks as shown below. Stock A B Invested amount $2m $3m $5m Beta 1.6 0.2 ? The expected return on the market is 10%. The risk free rate is 4%. Calculate the beta of stock C if the portfolio has a beta that is similar to the market. (5 marks) (b) Without calculating, infer the expected return of the portfolio

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