2.95 D Question 2 1 pts Consider two large diversified portfolios A and B. Portfolio A has a beta of 1.0 and an expected return of 13%. Portfolio B has a beta of 2.0 and an expected return of 26%. The risk-free rate is 4%. Are the expected returns and betas consistent with a single-factor model? O Cannot be determined No Yes Question 3 1 pts The risk-free rate and the expected market rate of return are 3% and 10%, respectively. According to the capital asset pricing model (CAPM), the expected rate of return on security X with a beta of 2 is equal to O 1296 O 6% 21% 17% 1 pts Question 4