Question: Using the data from the table below, what is the portfolio expected return and the portfolio beta if you invest 35 percent in X, 45

Using the data from the table below, what is the portfolio expected return and the portfolio beta if you invest 35 percent in X, 45 percent in Y, and 20 percent in the risk-free asset?

Security	Expected Return E(X)	STD	Beta
X	12.50%	20.00%	1.5
Y	10.00%	30.00%	1
Risk-free Asset	5.00%

		A) 9.875%, 0.975
		B) 10.125, 1.025
		C) 8.875%, 0.975
		D) 20.5%, 1.250

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