Using the data from Table 8.3, what is the portfolio expected return if you invest 100 percent of your money in X, borrow an amount equal to half of your own investment at the risk-free rate and invest your borrowings in asset X? Table 8.3 Consider the following two securities X and Y. Security Expected Return 12.5% Y 10.0% Risk-free asset 5.0% Standard Deviation 20.0% 30.0% Beta 1.5 1.0 18.75% You Answered 22.50% Correct Answer 16.25% Diff: 2 Topic: The Model: CAPM Learning Obj.: LG 5 Learning Outcome: F-11 O AACSB: Analytical Thinking 12.50%