Consider the following securities which when combined construct a portfolio with a 20……

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e) Consider the following securities which when combined construct a portfolio with a 20 O/ expected return.

Security Y Security X Expected return 15% – ‘ 26% Standard deviation 10% 20% Beta 0.94 1.33

Required: i Determine the expected beta of the portfolio. ii. Which security could you consider to be riskier? And why? iii. If the returns are normally distributed, what is the chance that rate of return above 20 percent?

( 5 Marks) (3 Marks) the project will result in a (2 Marks)

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