25. Suppose you invest in a portfolio of four assets. Asset A has a beta of 1.25, Asset B has a beta of 0.95 and Asset C has a beta of 1.05, If you imest 400 of your money in Asset A and 20% each in Assets B, C, and the risk-free asset, then what is your portfolio expected return according to the CAPM? Assume a risk-free rate of 3W and an expected return on the market of 9%. a. 9.5% b. 11.1% c. 8.4% d. 12.8% e. 14.7%