Question: PLEASE ANSWER QUICKLY You are supplied with information about three securities (G, P & Q) and the market (M), shown in the table below. In

PLEASE ANSWER QUICKLY

You are supplied with information about three securities (G, P & Q) and the market (M), shown in the table below. In addition, treasury bills yield 1% and the market is expected to earn 5% more than t-bills. Security SD Correlations Market G P Q G 0.15 0.80 1.00 0.40 0.30 P 0.30 0.50 0.40 1.00 0.25 O 0.20 0.40 0.30 0.25 1.00 Market 0.10 1.00 0.80 0.50 0.40 Required: (a) Compute the beta and expected return of each security, G, P & Q. (6 marks) B) What would be the expected return and stand deviation of a portfolio that invested 30% of its funds in G, 20% in P and Joy. in

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