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An investor has the following portfolio: Company Shares owned Beta Expected return 300 150 1.05 Price per share $52 $80 $42 $35 JNJ CAT GE IBM 1.1 7.20% 7.40% 5.96% 6.92% 320 0.74 400 0.98 What is the expected return of the portfolio? 6.9% 5.8% 8.3% 10.12% An investor has the following portfolio: Company Shares owned Beta Expected return 300 150 1.05 Price per share $52 $80 $42 $35 JNJ CAT GE IBM 1.1 7.20% 7.40% 5.96% 6.92% 320 0.74 400 0.98 What is the expected return of the portfolio? 6.9% 5.8% 8.3% 10.12%