Question: C) The table below shows the estimated expected return on a portfolio of investments A and B constructed to diversify away some business risk of

C) The table below shows the estimated expected
C) The table below shows the estimated expected return on a portfolio of investments A and B constructed to diversify away some business risk of Jamaica Itd. the returns are dependent or the market outlook which can be optimistic, indifferent or pessimistic sentiments. Returns A Returns B % Market returns % Optimistic 24 14 10 sentiments Indifferent 16 16 16 sentiments Pessimistic 12 22 24 sentiments Required: Asset A, Asset B and market expected returns. [1 mark] ii) Asset A, Asset B and market expected standard. [2 marks] Asset A, Asset B and market expected coefficient A variation of returns. [3 marks] iv) Portfolio return [1 mark ] Market beta [3 marks]

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