18.) An investment banker has recommended a $100,000 portfolio containing assets B, D, and F. $20,000 will be invested in asset B, with a beta of 1.5; $50,000 will be invested in asset D, with a beta of 2.0; and $30,000 will be invested in asset F, with a beta of 0.5. The beta of the portfolio is ________.

a. 1.25

b. 1.33

c. 1.45

d. 1.85

19.) What is the risk-free rate of return if Asset X, with a beta of 1.5, has an expected return of 20 percent, and the expected market return is 15 percent?

a. 5.0%

b. 7.5%

c. 15.0%

d. 22.5%

20.) What is the expected return for Asset Y if it has a beta of 2.0, the expected market return is 10 percent, and the risk-free rate is 2 percent?

a. 10.0%

b. 16.0%

c. 22.0%

d. 18.0%