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(See Solution) Upon completion of your EMBA you will be managing a $3 million investment fund consisting of 4 stocks with the following investments and

Question: Upon completion of your EMBA you will be managing a $3 million investment fund consisting of 4 stocks with the following investments and betas:

Stock Investment Beta
A $600,000 0.5
B $700,000 1.2
C $800,000 0.72
D $900,000 1.4

The risk free rate is 4 percent and the expected return on the market portfolio is 12 percent.

  1. Calculate the expected return on the portfolio
  2. Calculate the portfolio beta

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