17. Investor ownes a portfolio of four securities. The characteristics of the securities and their proportions in the portfolio are presented in the table. Security Coefficient Beta Proportion, % Expected rate of return, % A 1,40 30 13 B 0,90 30 18 C 1,00 20 10 D -1,30 20 12 a) What is the expected rate of return of this portfolio? b) What is the risk of the portfolio? c) If the investor wants to reduce risk in his portfolio how he could restructure his portfolio?