Question: Problem 2 Show all your computations The analysts at JP MORGAN compiled information on the following securities. 10 points Stock's Beta Standard Expected Return Investment

Problem 2 Show all your computations The analysts at JP MORGAN

Problem 2 Show all your computations The analysts at JP MORGAN compiled information on the following securities. 10 points Stock's Beta Standard Expected Return Investment CoeffntDeviation $10 million 100 million 40 milliorn 20 million Stock Shake Shack Tesla General Electric McDonald's Berkshire Hathaway -1.7mm in 12.5%-15.0% 11.0 8.0 18.0 20.0 18.2 21.84 9.0 11.36 1.2 1.8 1.5 1.6 30milliorn You are a manager of a private equity fund who has decided to construct a portfolio consisting of all the securities listed. 5 points 5 points 1. Compute the return on the portfolio 2. Compute the beta of the portfolio

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