4) Suppose News Corporation shares have a beta of 1.44, whereas CBA shares have a beta of 0.8. If the risk-free interest rate is

3.7% and the expected return of the market portfolio is 13.3%, according to the CAPM,

a. what is the expected return of News Corp shares?

b. what is the expected return of CBA shares?

c. what is the beta of a portfolio that consists of 65% News Corp shares and 35% CBA shares?

d. what is the expected return of a portfolio that consists of 65% News Corp shares and 35% CBA shares?

a. What is the expected return of News Corp shares?

News Corp's expected return is _______%. (Round to one decimal place.)

b. What is the expected return of CBA shares?

CBA's expected return is _______%. (Round to one decimal place.)

c.What is the beta of a portfolio that consists of 65% News Corp shares and 35% CBA shares?

The portfolio beta is _________ (Round to two decimal places.)

d. What is the expected return of a portfolio that consists of 65% News Corp shares and 35%= CBA shares?

The expected return of the portfolio is _________%. (Round to one decimal place.)