need help on parts b and c!

i got 8.9% for the expected return on part a

CAPM 2. An investor wants to form a portfolio of WWF and GE. Information concerning the two stocks is shown below: Stock Beta Standard Current Share on Deviation Price SADA WWF 1.30 40% $15.00 GE 1.10 18% $30.00 In the current economy, the risk free rate for an investor is 2.0%, while the market risk premium required by an investor is 6.0%. The investor plans to buy 100 shares of WWF stock and 150 shares of GE stock. a) What is the expected return for the investor holding this portfolio? b) What is the standard deviation of the portfolio? c) Given the expected return and standard deviation of your portfolio, calculate the 68% and 95% confidence interval for the expected returns of your portfolio. - 1 CAPM 2. An investor wants to form a portfolio of WWF and GE. Information concerning the two stocks is shown below: Stock Beta Standard Current Share on Deviation Price SADA WWF 1.30 40% $15.00 GE 1.10 18% $30.00 In the current economy, the risk free rate for an investor is 2.0%, while the market risk premium required by an investor is 6.0%. The investor plans to buy 100 shares of WWF stock and 150 shares of GE stock. a) What is the expected return for the investor holding this portfolio? b) What is the standard deviation of the portfolio? c) Given the expected return and standard deviation of your portfolio, calculate the 68% and 95% confidence interval for the expected returns of your portfolio. - 1