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Question 32 (3.3 points) An investor currently has all of his wealth in Treasury bills. He is considering investing 60% of his funds in General Electric, whose beta is 2.50, with the remainder left in Treasury bills. GE has an expected return of 18% and Treasury bills have an expected return of 3%. What are the investor's portfolio beta and portfolio expected return? Portfolio beta-19, and Portfolio expected return-12.0%. Portfolio beta 1.5, and Portfolio expected return-10.5%. Portfolio beta 1.5, and Portfolio expected return-12.0%. Portfolio beta-19, and Portfolio expected return-10.5%