please answe all parts

Table 1. Average Return and Beta
Stock	1	2	3	4	5
Total holding return	15%	8%	12%	10%	80%
Beta	1	1.2	2.1	3	3.5
Table 2. Portfolio A information
Stock	1	2	3
Investment (million USD)	200	300	800
Table 3. Portfolio B information
Stock	1	2	3	4	5
Weight in portfolio	15%	15%	20%	30%	20%
Table 4. Portfolio C information
Stock	1	2
Investment (million USD)	10	40
Table 5. Portfolio D information
Stock	1		3
Investment (million USD)	10		40
Table 6. Portfolio # information
Stock	1	2	3
Investment (million USD)	100	100	100

Question 6: Use Data7 Sheet

Table 1 reports total holding return and beta for each stock.

Table 2 and 3 report information on your portfolio A and B

6a. Based on Table1 and table 2 information, find the Beta for your portfolio A

6b. Based on Table 1 and table 3 information, find percentage return for portfolio B

If your answer is 15.98%, put 15.98% in Answer Sheet

6c. You manage a portfolio worth USD 50,000,000 and you only choose to invest in stock 1 and 2.

Base on Table 1 information, how much you need to invest in stock 1 (of course, the rest will be invested in stock 2) so that your portfolio has total holing return of 10.05%? Assuming that NO short-sales allowed.

You can use Table 4 to start if you like.

Put you answer in full number, say, 1000235.98

6d. You manage a portfolio worth USD 50,000,000 and you only choose to invest in stock 1 and 3.

Base on Table 1 information, how much you need to invest in stock 1 (of course, the rest will be invested in stock 2) so that your portfolio has beta of 1.8? Assuming that NO short-sales allowed.

You can use Table 5 to start if you like.

Put you answer in full number, say, 1000235.98

6e. You manage a portfolio worth $50,000,000 and you only choose to invest in stock 1,2, and 3. Base on Table 1 information, what is the best return you can achieve if you want to limit the beta of your portfolio at 1.4. Assume that NO short-sales allowed.

Remember to run Solver few times for Excel to get the optimal value.

You can use Table 6 to start if you like.

If your answer is 15.98%, put 15.98% in Answer Sheet