Question: The table below provides the possible returns for two securities - Zamrud and Zaitun: Scenario Probability Zamrud Zaitun 1 0.6 24% 15% II 0.4 12%

The table below provides the possible returns for two securities - Zamrud and Zaitun: Scenario Probability Zamrud Zaitun 1 0.6 24% 15% II 0.4 12% -6% (a) If you are considering investing RM45,500 in Zamrud, and RM19,500 in Zaitun, what are the securities portfolio weights? (2 marks) (b) What are the possible returns for your investment portfolio under scenarios I and
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