Question: Yen own twe- risk},r assets, berth ef which plot on the SML. Asset A has an expected return of 12% and a beta ef. Asset

Yen own twe- risk},r assets, berth ef which plot on the

Yen own twe- risk},r assets, berth ef which plot on the SML. Asset A has an expected return of 12% and a beta ef. Asset B has anexpeetedrerurn bf 13% and a beta ef1.4. Hyeur pertfee ef these twe steel-ts has a beta the same as the market betaI 1what propertien e'f yen: funds is invested in Asset A? A. [1.33 E. 13.30 C. (1.5"? D. 1.33 E. 1.5

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