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Question: section 2 15 marks clo 2 short exercises exercise 1...

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Section 2 (15 Marks) [CLO 2] Short exercises Exercise 1: Calculate the expected return of the folwingprlios (6 Marks) Portfolio Aipha tfolios: (6 Marks) Probability Expected security Security 1 Security 2 Security3 Security4 Security 5 0.2 0.15 0.35 0.25 0.05 return 0.13 0.56 0.78 0.26 0.82 Porttolio Beta Probability Expected security return 0.13 Security1 Security 2 Security3 Security 4 Security 5 0.2 0.1 0.3 0.2 0.2 0.56 0.78 0.26 0.82 Portfolio Zeba Probability Expected security return Security 1 Security 2 Security 3 Security 4 Security 5 0.2 0.1 0.25 0.25 0.2 0.13 0.56 0.78 0.26 0.82

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