Assume you have the following three-asset portfolio with the following characteristics:
42 shares of Stock A priced at $48.15 per share and expected return of 25.4%
100 shares of Stock B priced at $20.06 per share and expected return of 19.3%
98 shares of Stock C priced at $11.75 and expected return of 12.6%
What is percentage of your portfolio is invested in Stocks A, B, and C respectively?
What is the expected return E(Rp) of the portfolio?