Question: Given the following data: Stock. Weight. Rerturn. Standard Deviation. Beta A. 0.40. 10%. 20%. 0.80 B. 0.60. 20% 30% 1.20 Calculate: a. The portfolio return.

Given the following data:

Stock. Weight. Rerturn. Standard Deviation. Beta

A. 0.40. 10%. 20%. 0.80

B. 0.60. 20% 30% 1.20

Calculate: a. The portfolio return. b. The portfolio total risk for rA,B = -1.0, -0.4, 0.0, 0.4, and 1.0. c. Given that Rf = 8% and Rm = 15%, is the portfolio correctly priced(PLEASE EXPLAIN)?

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