Chapter 11, Problem 16QP

a.

Summary Introduction

To determine: The Expected Return of Portfolio.

Introduction: Expected Return is a process of estimating the profits and losses an investor earns through the expected rate of returns. Standard deviation is apportioned of distribution of a collection of figures from its mean.

b.

Summary Introduction

To determine: The Portfolio Weights.

c.

Summary Introduction

To determine: The Portfolio Beta.

d.

Summary Introduction

To determine: The Portfolio Weights.