Question: III. (04 Marks) Table below provides the expected return (E(R)), standard deviation (STD) and Beta of assets A, B and the Market (M). Asset E(R)

III. (04 Marks) Table below provides the expected return (E(R)), standard deviation (STD) and Beta of assets A, B and the Market (M). Asset E(R) STD Beta 15 18 0.8 B 20 20 1.2 M 14 10 1 If the weights of A and B are 25% and 75% and the correlation between A and B is 0.8, calculate a. E(R) of the portfolio b. STD of the portfolio c. Beta of the portfolio d. Unsystematic risk of A, B and the Market

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