#5

1 pts Question 5 You hold a portfolio with the following securities: Nugget Corporation makes up 20% of the portfolio with a beta of 3.2 and an expected return of 36%. Silverado Corporation makes up 40% of the portfolio with a beta of 1.6 and an expected return of 20%. The rest of the portfolio is Golden Corporation, which has a beta of 0.2 and an expected return of 6%. What is the expected return of this three-asset portfolio? 20.67% 23.54% O 17.60% 28.59%