You have the following information:

1. Beta of Stock A= 1.35 Beta of Stock B = 0.95 Beta of Stock C = 1.6

n. Return Stock A = 12% Return Stock B = 9% Return Stock C = 18%

111. Your portfolio has $3,000 invested in A, $4,500 in B, and $7,500 in C.

IV. The standard deviation of the portfolio is 2.5%.

v. The T-Bill rate is 3.1% and return on the S&P 500 is 8.8%.

a) Calculate the expected return on the portfolio

b) Calculate the beta of the portfolio

c)Calculate the Sharpe ratio

d)Calculate the required rate of return using the CAPM

e)Estimate alpha