pls ans all if not DO NOT take

1.

You have a $300,000 portfolio consisting of Starhub, Singtel and M1. You put $150,000 in Starhub, $90,000 in Singtel and the rest in M1. Starhub, Singtel and M1 have betas of 1.4, 1.2 and -0.2 respectively. What is your portfolio beta?

		1.3
		1.38
		1.2
		1.15
		1.02

2. You estimate an index model for Stock A using the market excess return. The estimate beta is -1.1. The standard deviation of market return is 5% and the standard deviation of Stock As return is 8%. What is the R-squared of Stock A using this single index model?

		47.3%
		76.6%
		-62.5%
		100%
		None of the above

3.

Assume that CAPM holds. The expected return on the market is 18% and risk-free rate is 5%. What is the expected return of a stock with a beta of 1.2?

		9.6%
		14.4%
		20.6%
		23.4%
		Not enough information

4.

Standard deviation and beta both measure risk, but they are different in that

		Beta measures only systematic risk while standard deviation is a measure of idiosyncratic risk.
		Beta measures only unsystematic risk while standard deviation is a measure of total risk.
		According to CAPM, beta is priced while standard deviation is not fully priced.
		Both beta and standard deviation are fully priced, according to CAPM
		None of the above