Question: security beta Standard deviation Expected return S&P 500 1.0 20% 10% Risk free security 0 0 4% Stock d ( ) 30% 13% Stock e

security	beta	Standard deviation	Expected return

S&P 500	1.0	20%	10%
Risk free security	0	0	4%
Stock d	( )	30%	13%
Stock e	0.8	15%	( )
Stock f	1.2	25%	( )

4) You form a complete portfolio by investing $8000 in S&P 500 and $2000 in the risk free security. Given the information about S&P 500 and the risk free security on the table, figure out expected return, standard deviation, and a beta for the complete portfolio.

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