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fund A Fund B $ invested $8000 $12,000 weight 40% 60% exp return 15% 12% std...

fund A Fund B
$ invested $8000 $12,000
weight 40% 60%
exp return 15% 12%
std Dev 23% 14%
Beta 1.92 1.27
Corr(A,B) .43

The term "Exp Return" is the expected return for the fund, while the term "Std Dev" is the standard deviation of the fund's returns. If the risk-free rate is 3.6%, the expected return on the portfolio is closest to?

B) Beta of the portfolio is closest to?

C)Treynor ratio of the portfolio is closest to?

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