Question: Security Return Standard Deviation Beta A 16% 20% 1.2 B 12% 25% 0.8 Risk-free Asset 4% ?? ?? What is the portfolio expected return and

Security Return Standard Deviation Beta
A 16% 20% 1.2
B 12% 25% 0.8
Risk-free Asset 4% ?? ??

What is the portfolio expected return and the portfolio beta if you invest 35% in A, 45% in B and 20% in the risk-free asset?

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