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Question 3 (Total 9 marks) Assume a portfolio consists of four stocks. The alpha, beta, firm specific standard deviation (ie: standard deviation of residual), and investment of each stock are in the table below: Stocks A B C D Alpha 2 3 1 4 Beta 1.5 1.3 0.8 0.9 Firm specific standard deviation 3 1 2 4 Investment Sm 1 2 3 4 The market expected return is 8% and standard deviation of market returns is 5%. Required: Calculate the following portfolio parameters: a Portfolio Alpha (2 marks) b. Portfolio Beta (1 marks) C. Portfolio standard deviation of returns (3 marks) d Portfolio expected return (1 mark) e. The correlation coefficient between portfolio returns and market returns (2 marks)