Question: Please anwser A , B , C , no hand wrtiitng 2. You are going to invest $20,000 in a portfolio consisting of assets X,

Please anwser A , B , C , no hand wrtiitng Please anwser A , B , C , no hand wrtiitng 2.

2. You are going to invest $20,000 in a portfolio consisting of assets X, Y, and Z, as follows: Asset Y z Annual Retum 10% 8% 16% Probability 0.50 0.25 0.25 Beta 1.2 1.6 2.0 Proportion 0.333 0.333 0.333 Given the information in Table, find a) expected annual return of this portfolio b) beta of portfolio c) Assuming the risk-free rate of 6 percent and the market return of 12 percent, compute the required rate of return of this portfolio. MacBook Air

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