Please help solve

Formula

k$^($hat$($p$)$p$)=$w$\_(1)$hat$($k$)\_(1)^(^(^()))+$w$\_(2)$k$\_(2)\_(2)+...+$w$\_($n$)$hat$($k$)\_($n$)$

where:

kp$,=$ expected return of portfolio

w$,=$ the weight invested for each stock

k$^(^(^())),=$ expected return on i$^($th $)$ stock

n$,=$ number of stocks in the portfolio

del$\_($p$)=\backslash$sqrt$()$W$\_($a$)^(2)$S$\_($a$)^(2)+$w$\_($b$)^(2)$S$\_($b$)^(2)+2$W$\_($a$)$W$\_($b$)$r$\_($ab$)$S$\_($a$)$S$\_($b$)$

where:

del$\_($p$),=$ standard deviation of the portfolio

W$\_($a$)$ and w$\_($b$),=$ the weight invested for each stock

Sa$,=$ the standard deviation of stock A

Sb$,=$ the standard deviation of stock B

rab,$=$ correlation between stock A and stock B

CV$=$de$($l$)/($k$^($n$))$

where:

CV$=$ coefficient variation

del,$=$ standard deviation

k$^(^(^())),=$ expected return

E$($R$)=$Rf$+\backslash$beta $($R$\_($M$)-$R$\_($f$))$

where:

E$($R$),=$ expected return on a security

R$\_($f$),=$ risk$-$free rate

$\backslash$beta $,=$ beta of the security

R$\_($M$),=$ expected market return

$($R$\_($M$)-$R$\_($f$))=$ equity market premium$=$market risk premium$=$RP

$\backslash$beta $\_($p$)=$w$\_(1)\backslash$beta $\_(1)+$w$\_(2)\backslash$beta $\_(2)$

$+$w$\_($n$)\backslash$beta $\_($n$)$

where:

$\backslash$beta $\_($p$),=$ beta of a portfolio

w$,=$ weights of ringgit invested for each stock

n $,=$ number of stocks in the portfolio