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1.Count the betas of the following stocs ABCDE based on the sample of observed returns

sample of observed returns

Period 1 2 3 4 5 6 7 8 9 10 11 12
Market index return -10% 10% 50% -40% -30% 20% -15% 14% 8% 9% -5% 4%
A return 0% 20% 10% 60% 70% 12% -50% 24% 20% 23% 10% 15%
B return -20% 20% 10% -80% -60% 40% -30% 28% 15% 20% -8% 7%
C return -30% 0% 20% -15% -12% -30% -50% 50% 17% 1% -6% -3%
D return 15% 15% 15% 15% 15% 15% 15% 15% 15% 15% 15% 15%
E return 10% -10% -50% 40% 30% -20% 15% -14% -7% -10% 4% -5%

Deviation from the mean

Market return
A return
B return
C return
D return
E return

Squares of the deviations from the mean

Market return
Variance of the market return

Multiples of the deviation from the mean of the stocks return and the Market return
A return
B return
C return
D return
E return

Covariance of the stocks' return and the market return

A return
B return
C return
D return
E return

BETAS of the stocks

A
B
C
D
E
 13 14 15 16 17 18 19 20 mean
35% 15% 10% -25% -8% 20% 15% 14% 0.0455
45% 44% 12% -10% 20% 21% 16% 11% 0.1865
60% 20% 15% -35% -18% 40% 31% 22% 0.0385
40% 17% 11% -50% 0% 45% 10% -1% 0.007
15% 15% 15% 15% 15% 15% 15% 15% 0.15
-34% -16% -9% 26% 7% -19% -16% -13% -0.0455
Based on data from previous example count the expected return and the variance of the portfolio created by stocks
D if you know that the weight of the stock A is 25 %, C 35 % and D 40 %.
he portfolio created by stocks A C and