Question: 3. . Given the following data: Stock Weight Return Standard Deviation beta A 0.40 10% 20% 0.80 B 0.60 20 30 1.20 Calculate: The portfolio

3. . Given the following data: Stock Weight Return Standard Deviation beta A 0.40 10% 20% 0.80 B 0.60 20 30 1.20 Calculate: The portfolio return b. The portfolio total risk for r=-1.0,-0.4.0.0, 0.4, and 1.0. Given that R, -8% and R. -15%, is the portfolio correctly priced? Explain. a. c

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