Question: You must answer ALL the questions. (Total 100 marks) 2 Question 1 Anna holds a portfolio comprising the following 3 stocks: X, Y and Z.

You must answer ALL the questions. (Total 100 marks) 2 Question

You must answer ALL the questions. (Total 100 marks) 2 Question 1 Anna holds a portfolio comprising the following 3 stocks: X, Y and Z. Investment Amount $'000 Beta Security X 2,000 1.3 Security Y 1,000 1.0 Security Z 500 0 Determine the expected return of security X. Calculate the return of Anna's portfolio. Calculate the beta of Anna's portfolio. (a) (b) (c) 1202 30 Expected Return 10% 2% (4 marks) (4 marks) (4 marks)

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