1 Assume the CAPM holds. You are holding a portfolio with the beta of 2 and the standard deviation of 60%. The expected return on the market portfolio is 15% and the standard deviation of returns on the market portfolio is 20%. The risk-free rate is 4%. How much more expected return without increase in the risk of your portfolio can you earn if you make your portfolio efficient? O 17% more than I earn now O 10% more than I earn now O 13% more than I earn now My portfolio is already efficient, I cannot earn more without increasing the risk of my portfolio 11% more than I earn now