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1. You invest 1 million dollars into a portfolio of four stocks, as provided below....

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1. You invest 1 million dollars into a portfolio of four stocks, as provided below. The risk-free rate is 4% and the expected return on the market is 11%. Stock Value Invested Required Return Std. Dev. C.V. A $300,000 13.3% 9.1% 0.59 B $210,000 15.0% 15.0% 1.11 $340,000 8.6% 12.7% 1.56 D $150,000 11.0% 13.0% 1.20 a. What is the beta of this portfolio? b. What is the expected return for the portfolio? c. Which stock has the greatest market risk? d. Which stock has the greatest stand-alone risk? e. Which stock appears to be the best single investment? Explain your

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