Question: Question 1 (25 marks) Using the table (above): (i) Calculate the variance of a portfolio that is long 70%A and 60%B, and short 30%C (15

Question 1 (25 marks) Using the table (above): (i) Calculate the

Question 1 (25 marks) Using the table (above): (i) Calculate the variance of a portfolio that is long 70%A and 60%B, and short 30%C (15 marks) (ii) Calculate the expected return on that portfolio (5 marks) (iii) Calculate the beta of the same portfolio (5 marks) Question 1 (25 marks) Using the table (above): (i) Calculate the variance of a portfolio that is long 70%A and 60%B, and short 30%C (15 marks) (ii) Calculate the expected return on that portfolio (5 marks) (iii) Calculate the beta of the same portfolio

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