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Your estimate of the market risk premium is 8%. The risk-free rate of return is 3.2% and General Motors has a beta of 1.6. According to the Capital Asset Pricing Model (CAPM), what is its expected return? O A. 16.8% B. 14.4% O C. 15.2% OD. 16% A portfolio comprises Coke (beta of 1.5) and Wal-Mart (beta of 0.5). The amount invested in Coke is $20,000 and in Wal-Mart is $30,000. What is the beta of the portfolio? O A. 1.17 OB. 0.9 O C. 1.04 OD. 1.08