# Portfolio return through beta [closed]

Considering the beta value of the three assets in my portfolio simulation and the weights of the assets, i have computed the beta of the portfolio itself. How can i calculate the expected return of the portfolio?

(I have also the expected return for each of the three assets)

## closed as off-topic by LocalVolatility, JejeBelfort, chollida, Helin, David AddisonFeb 11 '18 at 21:33

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• "Basic financial questions are off-topic as they are assumed to be common knowledge for those studying or working in the field of quantitative finance." – LocalVolatility, JejeBelfort, chollida, Helin, David Addison
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The expected return of the portfolio is just the weighted sum of the expected returns of the assets, i.e. $$R_P = w_1\cdot R_1 + w_2\cdot R_2 + w_3\cdot R_3,$$ where $w_1, w_2, w_3$ are the porfolio weights and $R_1, R_2, R_3$ are the expected returns for the assets.