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You've assembled the following portfolio: Stock Expected return Beta Portfolio weight 1 0.065 1.5 0.2 2. 0.053 1.1 0.6 3 0.029 0.3 0.2 Part 1

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You've assembled the following portfolio: Stock Expected return Beta Portfolio weight 1 0.065 1.5 0.2 2. 0.053 1.1 0.6 3 0.029 0.3 0.2 Part 1 What is the beta of the portfolio? 2+ decimals Part 2 What is the expected return of your portfolio? 3+ decimals | 8 | Attempt 1/5 for 10 pts. Part 3 If the risk-free rate is 2% and the CAPM holds, what is the expected return for the market portfolio? 3+ decimals

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