You use the CAPM to estimate Stock Js required return at 9.6%. If the risk-free rate is 2.1% and the expected return on the market portfolio is 9.25%. What is your estimate for Stock Js beta?

1.20

2.35

1.67

0.35

Suppose you have a portfolio made up of 20% Stock A, 30% Stock B, and 50% Stock C. Stock A has an expected return of 8% and a beta of 1.1, Stock B has an expected return of 13.5% and a beta of 1.6, and Stock C has an expected return of 11% and a beta of 1.35. What is the expected return and beta of your portfolio?

E[r_p] = 11.15%, _p = 1.375

E[r_p] = 8.54%, _p = 1.35

E[r_p] = 10.12%, _p = 1.19

E[r_p] = 8.25%, _p = 1.08