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Security Amount Invested Expected Return Beta Pepper $9,600 0

Finance

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Security

Amount Invested

Expected Return

Beta

Pepper

$9,600

0.05

0.85

Salt

$19,200

0.075

1.15

Lemon

$14,400

0.10

1.20

Chilli

$6,800

0.12

1.30

 

 

a.      What are the portfolio weights?                                                                  

 

b.     What is the expected return on the portfolio?

 

c.      What is the portfolio Beta?