Question: By hand on paper please or excel sheet with given formulas/code Stock As common stock has an estimated beta of 1.2. Stock Bs common stock

By hand on paper please or excel sheet with given formulas/code

Stock As common stock has an estimated beta of 1.2.

Stock Bs common stock has an estimated beta of 0.81.

Stock Cs common stock has an annual expected return, E(r), of 13.4% (estimated via the CAPM).

Stock A pays quarterly cash dividends, but Stocks B and C pay no dividends at all.

The broad stock-market has an expected annual return of 10.1%.

One year, US Treasury zero-coupon bonds (with a $1000 face value), are currently selling for $972.

Determine the expected return of the three-asset portfolio formed by investing $11,524 in Stock A, $28,731 in Stock B, and $26,207 in Stock C.

Enter the expected return as a percentage

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